I'm wondering why nobody just gave the most simple of answers:
val array: Array<Int> = [1, 2, 3]
As per one of the comments to my original answer, I realized this only works when used in annotations arguments (which was really unexpected for me).
Looks like Kotlin doesn't allow to create array literals outside annotations.
For instance, look at this code using @Option from args4j library:
@Option( name = "-h", aliases = ["--help", "-?"], usage = "Show this help" ) var help: Boolean = false
The option argument "aliases" is of type Array<String>