Use tolist():

>>> import numpy as np
>>> np.array([[1,2,3],[4,5,6]]).tolist()
[[1, 2, 3], [4, 5, 6]]

Note that this converts the values from whatever numpy type they may have (e.g. np.int32 or np.float32) to the "nearest compatible Python type" (in a list). If you want to preserve the numpy data types, you could call list() on your array instead, and you'll end up with a list of numpy scalars. (Thanks to Mr_and_Mrs_D for pointing that out in a comment.)

Use numpy.asarray:

import numpy as np
myarray = np.asarray(mylist)

If your list of lists contains lists with varying number of elements then the answer of Ignacio Vazquez-Abrams will not work. Instead there are at least 3 options:

1) Make an array of arrays:

x=[[1,2],[1,2,3],[1]]
y=numpy.array([numpy.array(xi) for xi in x])
type(y)
>>><type 'numpy.ndarray'>
type(y[0])
>>><type 'numpy.ndarray'>

2) Make an array of lists:

x=[[1,2],[1,2,3],[1]]
y=numpy.array(x)
type(y)
>>><type 'numpy.ndarray'>
type(y[0])
>>><type 'list'>

3) First make the lists equal in length:

x=[[1,2],[1,2,3],[1]]
length = max(map(len, x))
y=numpy.array([xi+[None]*(length-len(xi)) for xi in x])
y
>>>array([[1, 2, None],
>>>       [1, 2, 3],
>>>       [1, None, None]], dtype=object)