The alpha decays of naturally occurring platinum isotopes, which are accompanied by the emission of gamma quanta, have been searched for deep underground (3600 m w.e.) in the Gran Sasso National Laboratories of the INFN (Italy). A sample of Pt with mass of 42.5 g and a natural isotopic composition has been measured with a low background HP Ge detector (468 cm^3) during 1815 h. The alpha decay of 190-Pt to the first excited level of 186-Os (J^pi = 2^+, E_{exc}=137.2 keV) has been observed for the first time, with the half-life determined as: T_{1/2} = 2.6_{-0.3}^{+0.4} (stat.) pm 0.6 (syst.) times 10^{14} yr. The T_{1/2} limits for the alpha decays of other Pt isotopes have been determined at level of T_{1/2} simeq 10^{16}-10^{20} yr. These limits have been set for the first time or they are better than those known from earlier experiments.