Inserting the iframe into react component

You can use property dangerouslySetInnerHTML, like this

const Component = React.createClass({
  iframe: function () {
    return {
      __html: this.props.iframe
    }
  },

  render: function() {
    return (
      <div>
        <div dangerouslySetInnerHTML={ this.iframe() } />
      </div>
    );
  }
});

const iframe = '<iframe src="https://www.example.com/show?data..." width="540" height="450"></iframe>'; 

ReactDOM.render(
  <Component iframe={iframe} />,
  document.getElementById('container')
);

<script src="https://cdnjs.cloudflare.com/ajax/libs/react/15.1.0/react.min.js"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/react/15.1.0/react-dom.min.js"></script>
<div id="container"></div>

also, you can copy all attributes from the string(based on the question, you get iframe as a string from a server) which contains <iframe> tag and pass it to new <iframe> tag, like that

/**
 * getAttrs
 * returns all attributes from TAG string
 * @return Object
 */
const getAttrs = (iframeTag) => {
  var doc = document.createElement('div');
  doc.innerHTML = iframeTag;

  const iframe = doc.getElementsByTagName('iframe')[0];
  return [].slice
    .call(iframe.attributes)
    .reduce((attrs, element) => {
      attrs[element.name] = element.value;
      return attrs;
    }, {});
}

const Component = React.createClass({
  render: function() {
    return (
      <div>
        <iframe {...getAttrs(this.props.iframe) } />
      </div>
    );
  }
});

const iframe = '<iframe src="https://www.example.com/show?data..." width="540" height="450"></iframe>'; 

ReactDOM.render(
  <Component iframe={iframe} />,
  document.getElementById('container')
);

<script src="https://cdnjs.cloudflare.com/ajax/libs/react/15.1.0/react.min.js"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/react/15.1.0/react-dom.min.js"></script>
<div id="container"><div>

With ES6 you can now do it like this

Example Codepen URl to load

const iframe = '<iframe height="265" style="width: 100%;" scrolling="no" title="fx." src="//codepen.io/ycw/embed/JqwbQw/?height=265&theme-id=0&default-tab=js,result" frameborder="no" allowtransparency="true" allowfullscreen="true">See the Pen <a href="https://codepen.io/ycw/pen/JqwbQw/">fx.</a> by ycw(<a href="https://codepen.io/ycw">@ycw</a>) on <a href="https://codepen.io">CodePen</a>.</iframe>'; 

A function component to load Iframe

function Iframe(props) {
  return (<div dangerouslySetInnerHTML={ {__html:  props.iframe?props.iframe:""}} />);
}

Usage:

import React from "react";
import ReactDOM from "react-dom";
function App() {
  return (
    <div className="App">
      <h1>Iframe Demo</h1>
      <Iframe iframe={iframe} />,
    </div>
  );
}

const rootElement = document.getElementById("root");
ReactDOM.render(<App />, rootElement);

Edit on CodeSandbox:

https://codesandbox.io/s/react-iframe-demo-g3vst

If you don't want to use dangerouslySetInnerHTML then you can use the below mentioned solution

var Iframe = React.createClass({     
  render: function() {
    return(         
      <div>          
        <iframe src={this.props.src} height={this.props.height} width={this.props.width}/>         
      </div>
    )
  }
});

ReactDOM.render(
  <Iframe src="http://plnkr.co/" height="500" width="500"/>,
  document.getElementById('example')
);

here live demo is available Demo