In Python, you wouldn't use indexes for this at all, but just deal with the values—[value for value in a if value > 2]
. Usually dealing with indexes means you're not doing something the best way.
If you do need an API similar to Matlab's, you would use numpy, a package for multidimensional arrays and numerical math in Python which is heavily inspired by Matlab. You would be using a numpy array instead of a list.
>>> import numpy
>>> a = numpy.array([1, 2, 3, 1, 2, 3])
>>> a
array([1, 2, 3, 1, 2, 3])
>>> numpy.where(a > 2)
(array([2, 5]),)
>>> a > 2
array([False, False, True, False, False, True], dtype=bool)
>>> a[numpy.where(a > 2)]
array([3, 3])
>>> a[a > 2]
array([3, 3])