Bulk nanostructured materials are made from the assembly of octahedral PbSe nanocrystals. After thermal annealing, the artificial bulk demonstrates a large difference in behavior depending on the temperature, and a large variation of room-temperature resistivity of up to seven orders of magnitude. This variation originates from the high-indexed sharp edges of the octahedral nanocrystals. As the nanocrystals are arranged in the edge-to-edge configuration, which was observed in scanning electron microscopy images, the inter-nanocrystal capacitance is small due to the small parallel area between the nanocrystals. The small capacitance results in a high thermal fluctuation voltage and drives electron transport. The temperature-dependent resistivity and the electric field-dependent current are highly in agreement with the model of fluctuation-induced tunneling conduction. Thermal annealing reduces the inter-nanocrystal separation distance, creating a large variation in the electrical properties. Specifically, octahedral-shaped PbSe nanocrystals are employed in tailoring the electron transport in bulk nanostructured materials.