Partial Hg2+ → Cd2+ cation exchange (CE) reactions were exploited to transform colloidal CdTe nanocrystals (NCs, 4-6 nm in size) into CdTe@HgTe core@shell nanostructures. This was achieved by working under a slow CE rate, which limited the exchange to the surface of the CdTe NCs. In such nanostructures, when annealed at mild temperatures (as low as 200 °C), the HgTe shell sublimated or melted and the NCs sintered together, with the concomitant desorption of their surface ligands. At the end of this process, the annealed samples consisted of ligand-free CdTe sintered films containing an amount of Hg2+ that was much lower than that of the starting CdTe@HgTe NCs. For example, the CdTe@HgTe NCs that initially contained 10% of Hg2+, after being annealed at 200 °C were transformed to CdTe sintered films containing only traces of Hg2+ (less than 1%). This procedure was then used to fabricate a proof-of-concept CdTe-based photodetector exhibiting a photoresponse of up to 0.5 A/W and a detectivity of ca. 9 × 104 Jones under blue light illumination. Our strategy suggests that CE protocols might be exploited to lower the overall costs of production of CdTe thin films employed in photovoltaic technology, which are currently fabricated at high temperatures (above 350 °C), using post-process ligand-stripping steps.