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Abstract An unusual self‐assembly pattern is observed for highly ordered 1500‐nm‐thick films of monodisperse 13‐nm‐sized colloidal PbSe quantum dots, originating from their faceted truncated cube‐like shape. Specifically, self‐assembled PbSe dots exhibited attachment to the substrate by <001> planes followed by an interconnection through the {001} facets in plan‐view and {110}/{111} facets in cross‐sectional‐view, thus forming a cubic superlattice. The thermoelectric properties of the PbSe superlattice thin films are investigated by means of frequency domain thermoreflectance, scanning thermal probe microscopy, and four‐probe measurements, and augmented by computational efforts. Thermal conductivity of the superlattice films is measured as low as 0.7 W m⁻¹ K⁻¹at room temperature due to the developed nanostructure. The low values of electrical conductivity are attributed to the presence of insulating oleate capping ligands at the dots’ surface and the small contact area between the PbSe dots within the superlattice. Experimental efforts aiming at the removal of the oleate ligands are conducted by annealing or molten‐salt treatment, and in the latter case, yielded a promising improvement by two orders of magnitude in thermoelectric performance. The result indicates that the straightforward molten‐salt treatment is an interesting approach to derive thermoelectric dot superlattice thin films over a centimeter‐sized area.