You can do this in your module's action code (or inherit an already existing action). 

Set it in the context with 'order'.  To order it by the Status field for instance (which is 'state' in the database):

 <record id="action_unique_identifier" model="ir.actions.act_window">
             <!-- a bunch of fields -->
            <field name="context">{'order': 'state'}</field>