We present an air-stable mid-infrared (mid-IR) Ag-doped HgTe (Ag-HgTe) colloidal quantum dots (CQDs) synthesized by a newly developed cation-exchange (CE) method in solution phase and mid-IR diode sensors fabricated with the as-synthesized Ag-HgTe quantum dots (QDs). The cation-exchanged p-doped Ag-HgTe CQDs are used for the p-n junction formation with a n-doped HgTe CQDs. Surprisingly, the Ag-HgTe CQDs sustain the optical and physical properties in the colloidal phase under ambient conditions for 900 days. Specific detectivity and noise equivalent temperature difference of the mid-IR QDs photodiode fabricated with the 900 days-stored QDs are measured to be 2.8 × 1010 Jones (broadband) and 12 mK, respectively. The CE Ag-HgTe CQDs are promising p-doped infrared sensing materials for high-performance and reliable infrared optoelectronics.