App.css

.dropdown > ul > li > a:focus {
  background-color: #46629E;
}

AppCompoment.js

import 'styles/App.css';

import React from 'react';
import {ButtonToolbar, DropdownButton, MenuItem} from 'react-bootstrap';

class AppComponent extends React.Component {
  render() {
    return (
      <div>
        <ButtonToolbar>
          <DropdownButton title="Button" onSelect={this.handleSelect.bind(this)}>
            <MenuItem eventKey="1">Action</MenuItem>
            <MenuItem eventKey="2">Another action</MenuItem>
            <MenuItem eventKey="3">Something else here</MenuItem>
            <MenuItem divider />
            <MenuItem eventKey="4">Separated link</MenuItem>
          </DropdownButton>
        </ButtonToolbar>
      </div>
    );
  }

  handleSelect(evt, key) {
    console.log(key); // eventKey value
  }
}

export default AppComponent;