Use async react-select with redux-saga

redux-saga is for handling side effects like asynchronously receiving options for react-select. That's why you should leave the async stuff to redux-saga. I have never used react-select but by just looking at the documentation I would solve it this way:

Your component gets very simple. Just get value and options from your redux store. optionsRequested is an action creator for the OPTIONS_REQUESTED action:

const ConnectedSelect = ({ value, options, optionsRequested }) => (
  <Select
    value={value}
    options={options}
    onInputChange={optionsRequested}
  />
)

export default connect(store => ({
  value: selectors.getValue(store),
  options: selectors.getOptions(store),
}), {
  optionsRequested: actions.optionsRequested,
})(ConnectedSelect)

A saga definition watches for OPTIONS_REQUESTED action that is trigged by onInputChange, loads the data with given searchTerm from server and dispatches OPTIONS_RECEIVED action to update redux store.

function* watchLoadOptions(searchTerm) {
  const options = yield call(api.getOptions, searchTerm)
  yield put(optionsReceived(options))
}

In other words: Make your Component as pure as possible and handle all side-effect/async calls in redux-saga

I hope this answer was useful for you.