When you say you have ‘An Axe to Grind’ you mean that you have a grievance.
Example of use: “I have an axe to grind with the boss. This is the last time he’s going to make me stay late on a Friday night”
Although there are a few theories about the origin of the expression ‘an axe to grind,’ one of the most popular comes from a proverbial story dating back to the mid-1800s, in which a man convinces a boy to turn a grindstone so that he can sharpen an axe. When the school bell rings, the man scolds the boy for being late and does not pay him. Therefore, the boy now has ‘an axe to grind’ with the man who owes him money.