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CrO2 thin films, with crystallites of several microns size, provide the opportunity for the investigation of the intergrain tunneling between a few crystals separated by a 1-2 nm thick Cr2O3 film. A pronounced zero-bias anomaly of the conductance is found at low temperatures. Combined photoemission and inverse photoemission temperature-dependent studies confirm the occurrence of Coulomb blockade. For the strong-tunneling case (R2), the magnetoresistance decreases strongly with bias. For the weak-tunneling case (R>>RQ), the magnetoresistance decreases by a factor two with increasing bias, as predicted by a co-tunneling model.