During the last years, femtosecond time-resolved spectroscopy (fsTRS) has become an important new tool to investigate low energy excitations in strongly correlated systems. By studying energy relaxation pathways linking various degrees of freedom (e.g., electrons, spin, or lattice), the interaction strengths between different subsystems can be deduced. Here we report on yet another application of fsTRS, where the technique is used to unambiguously determine the nature of the ground state in granular thin films of a prototype charge density wave system blue bronze, K0.3MoO3. These, potassium blue bronze, films, obtained for the first time ever, have been prepared by pulsed laser deposition and investigated by various standard characterization methods. While the results of all used methods indicate that the thin films consist of nanometer grains of K0.3MoO3, it is only the non-destructive fsTRS that demonstrates the charge density wave nature of the ground state. Furthermore, the comparison of the fsTRS data obtained in thin films and in single crystals shows the reduction of the charge density wave transition temperature and of the photoinduced signal strength in granular thin films in respect to single crystals, which is attributed to the granularity and crystal growth morphology.