Positron Two Dimensional Angular Correlation of Annihilation Radiation (2D-ACAR) measurements reveal modifications of the electronic structure and composition at the surfaces of PbSe quantum dots (QDs), deposited as thin films, produced by various ligands containing either oxygen or nitrogen atoms. In particular, the 2D-ACAR measurements on thin films of colloidal PbSe QDs capped with oleic acid ligands yield an increased intensity in the electron momentum density (EMD) at high momenta compared to PbSe quantum dots capped with oleylamine. Moreover, the EMD of PbSe QDs is strongly affected by the small ethylenediamine ligands, since these molecules lead to small distances between QDs and favor neck formation between near neighbor QDs, inducing electronic coupling between neighboring QDs. The high sensitivity to the presence of oxygen atoms at the surface can be also exploited to monitor the surface oxidation of PbSe QDs upon exposure to air. Our study clearly demonstrates that positron annihilation spectroscopy applied to thin films can probe surface transformations of colloidal semiconductor QDs embedded in functional layers.