Colloidal quantum dots (CQDs) with a band gap tunable in the mid-wave infrared (MWIR) region provide a cheap alternative to epitaxial commercial photodetectors such as HgCdTe (MCT) and InSb. Photoconductive HgTe CQD devices have demonstrated the potential of CQDs for MWIR photodetection but face limitations in speed and sensitivity. Recently, a proof-of-concept HgTe photovoltaic (PV) detector was realized, achieving background-limited infrared photodetection at cryogenic temperatures. Using a modified PV device architecture, we report up to 2 orders of magnitude improvement in the sensitivity of the HgTe CQD photodetectors. A solid-state cation exchange method was introduced during device fabrication to chemically modify the interface potential, leading to an order of magnitude improvement of external quantum efficiency at room temperature. At 230 K, the HgTe CQD photodetectors reported here achieve a sensitivity of 10 Jones with a cutoff wavelength between 4 and 5 μm, which is comparable to that of commercial photodetectors. In addition to the chemical treatment, a thin-film interference structure was devised using an optical spacer to achieve near unity internal quantum efficiency upon reducing the operating temperature. The enhanced sensitivity of the HgTe CQD photodetectors reported here should motivate interest in a cheap, solution-processed MWIR photodetector for applications extending beyond research and military defense.