How to set activeClassName for wrapper element of Link or IndexLink in react-router?

You need to enclose your <li> as a router aware component:

import { Link, IndexLink } from 'react-router'

class NavItem extends React.Component {
  render () {
    const { router } = this.context
    const { index, onlyActiveOnIndex, to, children, ...props } = this.props

    const isActive = router.isActive(to, onlyActiveOnIndex)
    const LinkComponent = index ? Link : IndexLink

    return (
      <li className={isActive ? 'active' : ''}>
        <LinkComponent {...props}>{children}</LinkComponent>
      </li>
    )
  }
}

Usage:

<ul>
  <NavItem to='/' index={true}>Home</NavItem>
  <NavItem to='/a'>A</NavItem>
</ul>

I took inspration from the react-router-bootstrap module, https://github.com/react-bootstrap/react-router-bootstrap/blob/master/src/LinkContainer.js. I didn't test it though so let me know how it goes.

The other answers don't seem to work in React Router v4. Here's how you can do it:

import React, {PropTypes} from 'react'
import {Route, Link} from 'react-router-dom'
import styles from './styles.less';

export default function NavItem({children, to, exact}) {
    return (
        <Route path={to} exact={exact} children={({match}) => (
            <li className={match ? styles.activeRoute : null}>
                <Link to={to}>{children}</Link>
            </li>
        )}/>
    )
}

NavItem.propTypes = {
    to: PropTypes.string.isRequired,
    exact: PropTypes.bool,
    children: PropTypes.node.isRequired,
};

/**
 * A navigation component
 */
import React, { Component } from 'react'
import { Link, IndexLink, withRouter } from 'react-router'

import styles from './styles.scss'

class NavItem extends Component {
  render () {
    const { router } = this.props
    const { index, to, children, ...props } = this.props

    let isActive
    if( router.isActive('/',true) && index ) isActive = true
    else  isActive = router.isActive(to)
    const LinkComponent = index ?  IndexLink : Link

    return (
      <li className={isActive ? 'active' : ''}>
        <LinkComponent to={to} {...props}>{children}</LinkComponent>
      </li>
    )
  }
}

NavItem = withRouter(NavItem)

export default NavItem

Usage:

<ul className="nav nav-tabs"> 
  <NavItem to='/home' index={true} >Home</NavItem>
  <NavItem to='/about'>About</NavItem>
</ul>