The effect of temperature controlled annealing on the confined valence electron states in CdSe nanocrystal arrays, deposited as thin films, was studied using two-dimensional angular correlation of annihilation radiation. A reduction in the intensity by ?35% was observed in a feature of the positron annihilation spectrum upon removal of the pyridine capping molecules above 200?°C in a vacuum. This reduction is explained by an increased electronic interaction of the valence orbitals of neighboring nanocrystals, induced by the formation of inorganic interfaces. Partial evaporation of the nanoporous CdSe layer and additional sintering into a polycrystalline thin film were observed at a relatively low temperature of ?486?°C.