Nanocrystal assembly into ordered structures provides mesostructural functional materials with a precise control that starts at the atomic scale. However, the lack of understanding on the self-assembly itself plus the poor structural integrity of the resulting supercrystalline materials still limits their application into engineered materials and devices. Surface functionalization of the nanobuilding blocks with organic ligands can be used not only as a means to control the interparticle interactions during self-assembly but also as a reactive platform to further strengthen the final material via ligand cross-linking. Here, we explore the influence of the ligands on superlattice formation and during cross-linking via thermal annealing. We elucidate the effect of the surface functionalization on the nanostructure during self-assembly and show how the ligand-promoted superlattice changes subsequently alter the cross-linking behavior. By gaining further insights on the chemical species derived from the thermally activated cross-linking and its effect in the overall mechanical response, we identify an oxidative radical polymerization as the main mechanism responsible for the ligand cross-linking. In the cascade of reactions occurring during the surface-ligands polymerization, the nanocrystal core material plays a catalytic role, being strongly affected by the anchoring group of the surface ligands. Ultimately, we demonstrate how the found mechanistic insights can be used to adjust the mechanical and nanostructural properties of the obtained nanocomposites. These results enable engineering supercrystalline nanocomposites with improved cohesion while preserving their characteristic nanostructure, which is required to achieve the collective properties for broad functional applications.