CdSe nanoplatelets (NPLs) are promising 2D semiconductors for optoelectronic applications, in which efficient charge transport properties are desirable. It is reported that thermal annealing constitutes an effective strategy to control the optical absorption and electrical properties of CdSe NPLs by tuning the inter-NPL distance. Combining optical absorption, transmission electron microscopy, and thermogravimetric analysis, it is revealed that the thermal decomposition of ligands (e.g., cadmium myristate) governs the inter-NPL distance and thus the inter-NPL electronic coupling strength. Employing ultrafast terahertz spectroscopy, it is shown that this enhanced electronic coupling increases both the free carrier generation efficiency and the short-range mobility in NPL solids. The results show a straightforward method of controlling the interfacial electronic coupling strength for developing functional optoelectronic devices through thermal treatments.