The interest in epitaxially connected quantum dot (QD) superlattices – or QD solids – arises from the fact that individual QDs can be used as building blocks for the fabrication of artificial solids – i.e. compounds where quantum confinement and good transport properties come together to form novel, functional materials. Theoretical calculations predict that strong electronic coupling between QDs results in the formation of minibands and even dirac cones within the band gap, through which high mobility charge transport is possible. So far however, no experimental proof has been presented to indicate the existence of such in-gap electronic structures. Recent studies on as-synthesized QD solids report improved FET mobilities of 0.2-13 cm²/Vs, but with charge transport occurring through a hopping mechanism. In a QD solid, hopping of charge carriers is the result of (i) surface electronic states arising from a non-ideal surface termination or (ii) defective states in and around the epitaxial connections between nanocrystals. Although the first can be overcome with a suited chemical treatment, there are no reported procedures to improve the latter one – a critical parameter if one wants to go towards the theoretically predicted band-like transport. Here, we report on the behavior of the structural and optical properties of PbSe QD solids upon gentle thermal treatment. In first instance, we find through in-situ GISAXS measurements that the symmetry, interparticle spacing and elemental composition of a PbSe QD superlattice is unaffected by thermal annealing up to temperatures of 300 ºC. At the same time however, we see that the absorption spectrum already changes significantly at temperatures as low as 100 ºC. With increasing annealing temperature, the first exciton feature shifts to longer wavelengths together with a substantial broadening of band-edge transition. From TEM measurements we find that the width of the epitaxial bonds between the QDs increases in the temperature range of 100-150 ºC, indicating that a gentle thermal treatment effectively enhances connectivity between neighboring QDs. Through tight-binding calculations, we can furthermore link the improved QD connectivity to the changes in the absorption spectrum and thereby show that gentle thermal treatment of QD solids yields in-gap minibands, observable through absorption spectroscopy. These new insights provide valuable information for both the development of new device fabrication protocols and for more in-depth studies on the nature of carrier transport in QD solids.