Resonant Raman study reveals the noticeable effect of the ligand exchange on the nanocrystal (NC) surface onto the phonon spectra of colloidal CdTe NC of different size and composition. The oleic acid ligand exchange for pyridine ones was found to change noticeably the position and width of the longitudinal optical (LO) phonon mode, as well as its intensity ratio to overtones. The broad shoulder above the LO peak frequency was enhanced and sharpened after pyridine treatment, as well as with decreasing NC size. The low-frequency mode around 100 cm-1 which is commonly related with the disorder-activated acoustical phonons appears in smaller NCs but is not enhanced after pyridine treatment. Surprisingly, the feature at low-frequency shoulder of the LO peak, commonly assigned to the surface optical phonon mode, was not sensitive to ligand exchange and concomitant close packing of the NCs. An increased structural disorder on the NC surface, strain and modified electron-phonon coupling is discussed as the possible reason of the observed changes in the phonon spectrum of ligand-exchanged CdTe NCs.PACS: 63.20.-e, 78.30.-j, 78.67.-n, 78.67.Bf.