The energy gap between the L shell and the K shell is very large as compared to the gap between L shell and M shell or any such subsequent shells. The difference in energy between the shells is the emitted X-ray photon energy. Wavelength is inversely proportional to the energy. So, higher the energy, shorter is the wavelength. As the transition energy to K shell from any successive shell will always be higher than the transitions occurring to L shell, Kα X-ray will always have shorter wavelength than Lα X-ray.