In recent years the treatment of thin films of nanocrystals (NCs) with short monofunctional or bifunctional bridging ligands has commonly been used to improve the conductivity within the NCs' assemblies. How does this surface ligand exchange in the solid state influence the electronic energy levels of the system? We show that electrochemical studies and in particular differential pulse voltammetry (DPV) can be used to give an answer to this question. Combined UV-vis, DPV and cyclic voltammetry data reveal that a shift of several tens of meV of the NCs' HOMO and LUMO levels takes place upon surface ligand exchange. As objects of our study we have selected thin solid films of stearic acid and oleylamine capped CdSe NCs, which were treated with acetonitrile solutions of 1,2-ethanedithiol, butylamine, phenylenediamine, benzenedithiol and pyridine to induce the ligand exchange in the solid state, confirmed by FTIR spectroscopy. The resulting modified films exhibit strongly enhanced conductivity as compared to the films constituted of pristine NCs.