Air stability and efficient multiple exciton generation (MEG) are crucial for the application of PbSe quantum dot (QD) thin film in next generation photovoltaics. Recently it was reported that PbS QD thin films with solid-state halide atomic ligands exhibited superior performance in terms of stability and efficiency. There is great interest in applying these halide ligands to PbSe QD thin films to improve the stability, while their additional effects on the hot carrier dynamics and hence MEG efficiency remain unknown. Here, we demonstrate that proper halide treatments can modify both the stability and hot carrier thermalization of a PbSe QD thin film. This confirms that using proper halide ligands in the solid-state ligand exchange step for film fabrication can significantly improve the stability. The film subjected to an iodide treatment exhibited the best air stability, and additionally its hot carrier thermalization time can be three times longer than that with a chloride treatment. We suggest that stronger bonding between the QD surface and the halide ligand can lead to suppressed intermediate-state assisted hot carrier thermalization, while the difference in ligand atomic mass may also play an important role. We conclude that ligands in QD thin films have significant impact on the stability and hot carrier thermalization.