In this paper we shall study the evolution of cosmological gravitational waves in the context of Chern-Simons axion $F(R)$ gravity. In the case of Chern-Simons axion $F(R)$ gravity there exist spin-0, spin-2 and spin-1 modes. As we demonstrate, from all the gravitational waves modes of the Chern-Simons axion $F(R)$ gravity, only the two tensor modes are affected, while the spin-0 and spin-1 modes are not affected at all. With regard to the two tensor modes, we show that these modes propagate in a non-equivalent way, so the resulting tensor modes are chiral. Notably, with regard to the propagation of the spin-2 graviton modes, the structure of the dispersion relations becomes more complicated in comparison with the Einstein gravity with the Chern-Simons axion, but the resulting qualitative features of the propagating modes are not changed. With regard to the spin-0 and spin-1 modes, the Chern-Simons axion $F(R)$ gravity contains two spin-0 modes and no vector spin-1 mode at all. We also find that for the very high energy mode, both the group velocity and the phase velocity are proportional to the inverse of the square root of the wave number, and therefore the velocities become smaller for larger wave numbers or even vanish in the limit that the wave number goes to infinity.