The strong-field induced generation of nonclassical states of light is not only a subject of fundamental research but also has potential usage in quantum information science and technology. The emerging field of strong-field quantum optics has developed ways of generating nonclassical states of light from the process of high-harmonic generation (HHG) at much wider frequency ranges and intensities than is typical for quantum optics. So far, however, no clear nonclassical signal at a distinct and unambiguous frequency has been predicted. Here, we study the response from an exciton in a Mott-insulating system, using the extended Hubbard model. We find that the exciton plays a key role in the nonclassical response and generates squeezing at the exciton energy. We relate this nonclassical response to the nonvanishing time correlations of the current operator in the system. Our work defines a direction for experimental work to search for squeezed light from HHG in a spectrally confined region defined by the exciton energy.