diff --git a/conan/tools/cmake/cmakedeps/cmakedeps.py b/conan/tools/cmake/cmakedeps/cmakedeps.py
index 238d77cc4bf..5a9b7c252ef 100644
--- a/conan/tools/cmake/cmakedeps/cmakedeps.py
+++ b/conan/tools/cmake/cmakedeps/cmakedeps.py
@@ -60,6 +60,10 @@ def content(self):
             if dep.is_build_context and dep.ref.name not in self.build_context_activated:
                 continue
 
+            if dep.new_cpp_info.get_property("skip_deps_file", "CMakeDeps"):
+                # Skip the generation of config files for this node, it will be located externally
+                continue
+
             config_version = ConfigVersionTemplate(self, require, dep)
             ret[config_version.filename] = config_version.render()
 
diff --git a/conans/test/integration/toolchains/cmake/__init__.py b/conans/test/integration/toolchains/cmake/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/conans/test/integration/toolchains/cmake/cmakedeps/__init__.py b/conans/test/integration/toolchains/cmake/cmakedeps/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/conans/test/integration/toolchains/cmake/cmakedeps/test_cmakedeps.py b/conans/test/integration/toolchains/cmake/cmakedeps/test_cmakedeps.py
new file mode 100644
index 00000000000..d85d7d166b6
--- /dev/null
+++ b/conans/test/integration/toolchains/cmake/cmakedeps/test_cmakedeps.py
@@ -0,0 +1,39 @@
+import os
+
+from conans.test.assets.genconanfile import GenConanfile
+from conans.test.utils.tools import TestClient
+
+
+def test_package_from_system():
+    """
+    If a node declares "system_package" property, the CMakeDeps generator will skip generating
+    the -config.cmake and the other files for that node but will keep the "find_dependency" for
+    the nodes depending on it. That will cause that cmake looks for the config files elsewhere
+    https://github.com/conan-io/conan/issues/8919"""
+    client = TestClient()
+    dep2 = str(GenConanfile().with_name("dep2").with_version("1.0")
+               .with_settings("os", "arch", "build_type", "compiler"))
+    dep2 += """
+    def package_info(self):
+        self.cpp_info.set_property("skip_deps_file", True)
+        self.cpp_info.set_property("cmake_file_name", "custom_dep2")
+
+    """
+    client.save({"conanfile.py": dep2})
+    client.run("create .")
+
+    dep1 = GenConanfile().with_name("dep1").with_version("1.0").with_require("dep2/1.0")\
+                         .with_settings("os", "arch", "build_type", "compiler")
+    client.save({"conanfile.py": dep1})
+    client.run("create .")
+
+    consumer = GenConanfile().with_name("consumer").with_version("1.0").\
+        with_require("dep1/1.0").with_generator("CMakeDeps").\
+        with_settings("os", "arch", "build_type", "compiler")
+    client.save({"conanfile.py": consumer})
+    client.run("install .")
+    assert os.path.exists(os.path.join(client.current_folder, "dep1-config.cmake"))
+    assert not os.path.exists(os.path.join(client.current_folder, "dep2-config.cmake"))
+    assert not os.path.exists(os.path.join(client.current_folder, "custom_dep2-config.cmake"))
+    contents = client.load("dep1-release-x86_64-data.cmake")
+    assert 'set(dep1_FIND_DEPENDENCY_NAMES ${dep1_FIND_DEPENDENCY_NAMES} custom_dep2)' in contents
diff --git a/conans/test/unittests/tools/cmake/test_cmakedeps.py b/conans/test/unittests/tools/cmake/test_cmakedeps.py
index 24b223e851b..c25d127d43f 100644
--- a/conans/test/unittests/tools/cmake/test_cmakedeps.py
+++ b/conans/test/unittests/tools/cmake/test_cmakedeps.py
@@ -171,4 +171,3 @@ def test_component_name_same_package():
         data_cmake = files["mypkg-release-x86-data.cmake"]
         assert 'set(mypkg_mypkg_INCLUDE_DIRS_RELEASE ' \
                '"${mypkg_PACKAGE_FOLDER_RELEASE}/includedirs1")' in data_cmake
-