要在Material UI中设置必填的Select字段，您可以执行以下操作：

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>
    );
  }
}

CodeSandBox上的工作演示