How to make a 'Select' component as required in Material UI (React JS)

Material UI has other types of Select(native) also where you can just use plain HTML required attribute to mark the element as required.

<FormControl className={classes.formControl} required>
  <InputLabel htmlFor="name">Name</InputLabel>
  <Select
    native
    required
    value={this.state.name}
    onChange={this.handleChange}
    inputProps={{
      name: 'name',
      id: 'name'
    }}
  >
    <option value="" />
    <option value={"lala"}>lala</option>
    <option value={"lolo"}>lolo</option>
  </Select>
</FormControl>

P.S. https://material-ui.com/demos/selects/#native-select

For setting a required Select field with Material UI, you can do:

class SimpleSelect extends React.PureComponent {
  state = {
    selected: null,
    hasError: false
  }

  handleChange(value) {
    this.setState({ selected: value });
  }

  handleClick() {
    this.setState(state => ({ hasError: !state.selected }));
  }

  render() {
    const { classes } = this.props;
    const { selected, hasError } = this.state;

    return (
      <form className={classes.root} autoComplete="off">
        <FormControl className={classes.formControl} error={hasError}>
          <InputLabel htmlFor="name">
            Name
          </InputLabel>
          <Select
            name="name"
            value={selected}
            onChange={event => this.handleChange(event.target.value)}
            input={<Input id="name" />}
          >
            <MenuItem value="hai">Hai</MenuItem>
            <MenuItem value="olivier">Olivier</MenuItem>
            <MenuItem value="kevin">Kevin</MenuItem>
          </Select>
          {hasError && <FormHelperText>This is required!</FormHelperText>}
        </FormControl>
        <button type="button" onClick={() => this.handleClick()}>
          Submit
        </button>
      </form>
    );
  }
}

Working Demo on CodeSandBox