We review the state-of-the-art of determining the electronic structure of nanocrystals in thin films by electrochemistry. Our core conclusion, the necessity of combining electrochemical with spectroscopic techniques, is illustrated with the holistic analysis of thin films of CdSe nanocrystals cross-linked with electroactive metal β-tetraaminophthalocyanines by differential pulse voltammetry, optical spectroscopy and potential modulated absorption spectroscopy. We show that the same nanocrystals cross-linked with phthalocyanines of different metal centers exhibit rather similar electrochemical signatures, but behave distinctly different in spectroelectrochemical investigations. We argue that in one case, namely CdSe nanocrystals cross-linked with Co β-tetraaminophthalocyanine, we find supporting evidence for the hybridization of energy levels at the organic/inorganic interface. This work suggests that spectroelectrochemistry is capable of revealing the electronic structure of complex nanomaterials, such as semiconductor nanocrystals functionalized with organic pi-systems.