We study gravitational waves from a hierarchical three-body system up to first-order post-Newtonian approximation. Under certain conditions, the existence of a nearby third body can cause periodic exchange between eccentricity of an inner binary and relative inclination, known as Kozai-Lidov oscillations. We analyze features of the waveform from the inner binary system undergoing such oscillations. We find that variation caused due to the tertiary companion can be observed in the gravitational waveforms and energy spectra, which should be compared with those from isolated binaries and coplanar three-body system. The detections from future space-based interferometers will make possible the investigation of gravitational wave spectrum in mHz range and may fetch signals by sources addressed.