Transferring nanocrystals (NCs) from the laboratory environment toward practical applications has raised new challenges. HgTe appears as the most spectrally tunable infrared colloidal platform. Its low-temperature synthesis reduces the growth energy cost yet also favors sintering. Once coupled to a read-out circuit, the Joule effect aggregates the particles, leading to a poorly defined optical edge and large dark current. Here, we demonstrate that CdS shells bring the expected thermal stability (no redshift upon annealing, reduced tendency to form amalgams, and preservation of photoconduction after an atomic layer deposition process). The electronic structure of these confined particles is unveiled using k.p selfconsistent simulations showing a significant exciton binding energy of ∼200 meV. After shelling, the material displays a p-type behavior that favors the generation of photoconductive gain. The latter is then used to increase the external quantum efficiency of an infrared imager, which now reaches 40% while presenting long-term stability.