Edit: the recommended way is now to use JavaConverters and the .asScala method:

import scala.collection.JavaConverters._
val myScalaMap = myJavaMap.asScala.mapValues(_.asScala.toSet)

This has the advantage of not using magical implicit conversions but explicit calls to .asScala, while staying clean and consise.


The original answer with JavaConversions:

You can use scala.collection.JavaConversions to implicitly convert between Java and Scala:

import scala.collection.JavaConversions._
val myScalaMap = myJavaMap.mapValues(_.toSet)

Calling mapValues will trigger an implicit conversion from the java Map to a scala Map, and then calling toSet on the java collection with implicitly convert it to a scala collection and then to a Set.

By default, it returns a mutable Map, you can get an immutable one with an additional .toMap.

Short-ish example:

scala> val a: java.util.Map[String, java.util.Collection[String]] = new java.util.HashMap[String, java.util.Collection[String]]
a: java.util.Map[String,java.util.Collection[String]] = {}

scala> val b = new java.util.ArrayList[String]
b: java.util.ArrayList[String] = []

scala> b.add("hi")
res5: Boolean = true

scala> a.put("a", b)
res6: java.util.Collection[String] = []

scala> import scala.collection.JavaConversions._
import scala.collection.JavaConversions._

scala> val c = a.mapValues(_.toSet)
c: scala.collection.Map[String,scala.collection.immutable.Set[String]] = Map(a -> Set(hi))

scala> c.toMap
res7: scala.collection.immutable.Map[String,scala.collection.immutable.Set[String]] = Map(a -> Set(hi))

Immutable Map myJavaMap.asScala.toMap

Mutable Map myJavaMap.asScala