How to instantiate inner classes in one step in Scala?

First of all, I doubt that the instantiation in one go is any meaningful -- you are like throwing away the Outer instance, keeping no reference to it. Makes me wonder, if you weren't thinking of a Java static inner class, like

public class Outer() {
   public static class Inner() {}
}

which in Scala would translate to Inner being an inner class of Outer's companion object:

object Outer {
    class Inner
}

new Outer.Inner

If you really want an inner dependent class, and you just want more convenient syntax for instantiating it, you could add a companion object for it:

class Outer {
   object Inner {
      def apply() = new Inner()
   }
   class Inner
}

new Outer().Inner()