Bright high harmonics generation (HHG) in CMOS-compatible nano-films can provide new opportunities for integrated coherent ultra-violet sources and attosecond photonic devices. Up to now, most HHG studies have been limited to single crystals. Polycrystalline materials, which consist of many grains separated by grain boundaries and normally have random crystallographic orientations, have rarely been explored for HHG. Understanding and predicting the HHG properties in polycrystalline nano-films are important owing to its merits of low cost and diversified properties, but challenging due to their complicated electronic structures. Here, we for the first time experimentally discover the correspondence between HHG in polycrystalline matters and macroscopic material parameters, to the best of our knowledge. Pumped by a mid-infrared femtosecond laser centered at 7.1 µm wavelength, bright and long-term stable harmonics extending to 25th orders (284 nm) are demonstrated in polycrystalline cadmium telluride (CdTe) nano-films. It is found that the HHG strengths in the transmission and the reflection behave differently as a function of the material thickness in the range from 6 nm to 4 µm, which is highly correlated to the measured macroscopic conductivity. The experimental findings agree well with the recent theoretical prediction [Phys. Rev. B103(15), 155426 (2021)10.1103/PhysRevB.103.155426]. This work provides a simple gauge to study and predict HHG in complicated polycrystalline and amorphous nano-systems, and paves the way for novel strong-field nanophotonics based on polycrystalline nano-films.