onKeyDown event not working on divs in React

You're thinking too much in pure Javascript. Get rid of your listeners on those React lifecycle methods and use event.key instead of event.keyCode (because this is not a JS event object, it is a React SyntheticEvent). Your entire component could be as simple as this (assuming you haven't bound your methods in a constructor).

onKeyPressed(e) {
  console.log(e.key);
}

render() {
  let player = this.props.boards.dungeons[this.props.boards.currentBoard].player;
  return (
    <div 
      className="player"
      style={{ position: "absolute" }}
      onKeyDown={this.onKeyPressed}
    >
      <div className="light-circle">
        <div className="image-wrapper">
          <img src={IMG_URL+player.img} />
        </div>
      </div>
    </div>
  )
}

You need to write it this way

<div 
    className="player"
    style={{ position: "absolute" }}
    onKeyDown={this.onKeyPressed}
    tabIndex="0"
  >

If onKeyPressed is not bound to this, then try to rewrite it using arrow function or bind it in the component constructor.

Using the div trick with tab_index="0" or tabIndex="-1" works, but any time the user is focusing a view that's not an element, you get an ugly focus-outline on the entire website. This can be fixed by setting the CSS for the div to use outline: none in the focus.

Here's the implementation with styled components:

import styled from "styled-components"

const KeyReceiver = styled.div`
  &:focus {
    outline: none;
  }
`

and in the App class:

  render() {
    return (      
      <KeyReceiver onKeyDown={this.handleKeyPress} tabIndex={-1}>
          Display stuff...
      </KeyReceiver>
    )

You should use tabIndex attribute to be able to listen onKeyDown event on a div in React. Setting tabIndex="0" should fire your handler.