Multiexciton generation (MEG) has been indirectly observed in colloidal quantum dots, both in solution and the solid state, but has not yet been shown to enhance photocurrent in an optoelectronic device. Here, we report a class of solution-processed photoconductive detectors, sensitive in the ultraviolet, visible, and the infrared, in which the internal gain is dramatically enhanced for photon energies Ephoton greater than 2.7 times the quantum-confined bandgap Ebandgap. Three thin-film devices with different quantum-confined bandgaps (set by the size of their constituent lead sulfide nanoparticles) show enhancement determined by the bandgap-normalized photon energy, Ephoton/Ebandgap, which is a clear signature of MEG. The findings point to a valuable role for MEG in enhancing the photocurrent in a solid-state optoelectronic device. We compare the conditions on carrier excitation, recombination, and transport for photoconductive versus photovoltaic devices to benefit from MEG.