We present temperature-dependent scanning tunneling spectroscopy measurements on $La_{1-x}Ca_{x}MO_{3}$ ($x\sim0.33$) films with different degrees of biaxial strain. A depletion in normalized conductance around the Fermi level is observed both above and below the insulator-to-metal transition temperature $T_{MI}$, for weakly as well as highly-strained films. This pseudogap-like depletion globally narrows on cooling. The zero-bias conductance decreases on cooling in the insulating phase, reaches a minimum close to $T_{MI}$ and increases on cooling in the metallic phase, following the trend of macroscopic conductivity. These results support a recently proposed scenario in which dynamical short-range antiferromagnetic/charge order correlations play a preeminent role in the transport properties of colossal magnetoresistive manganites [R. Yu \textit{et al}., Phys. Rev. B \textbf{77}, 214434 (2008)].