Over the past decade, fully inorganic perovskite nanocrystals (NCs) have been proven to be efficient active materials for optoelectronic applications. The photoluminescence and stability properties of these nanostructures are demonstrated to be highly dependent on the surface chemistry and, specifically, on the surfactant molecules used to passivate the surface defects. Here, we present a study of the dependence of the amplified spontaneous emission (ASE) properties of CsPbBr₃ perovskite NC thin films, their photostability, and their sensitivity to ambient air on the NC capping ligand. In particular, in this work, four different samples have been analyzed, representatives of the three generations of capping ligands: oleic acid and oleylamine as the first generation, didodecyldimethylammonium bromide as the second generation, and 3-(N,N-dimethyloctadecylammonio)propanesulfonate (ASC18) and lecithin as the third generation. We discuss the different properties of quantum efficiency, optical gain, optical stability, and atmospheric sensing of NCs as a function of the four different ligands employed, focusing on the chemical-physical processes underlying the observed differences. We then establish the structures that ensure the best performances among the four studied physical characteristics. Among all of them, lecithin-capped NCs show the best performances in terms of ASE threshold and sensing. Our results could lay the groundwork for determining the optimal synthesis and processing conditions for perovskite NCs based on future technological applications.