Actually, there are multiple ways to go with that.
You can simply use {} to cause JSX to parse the parameter. The only limitation is the same as for every JSX element: It must return only one root element.
myProp={<div><SomeComponent>Some String</div>}
The best readable way to go for this is to create a function renderMyProp that will return JSX components (just like the standard render function) and then simply call myProp={ this.renderMyProp() }
By default, JSX doesn't let you render raw HTML from string values. However, there is a way to make it do that:
myProp="<div>This is some html</div>"
Then in your component you can use it like that:
<div dangerouslySetInnerHTML=myProp={{ __html: this.renderMyProp() }}></div>
Beware that this solution 'can' open on cross-site scripting forgeries attacks. Also beware that you can only render simple HTML, no JSX tag or component or other fancy things.
In react, you can pass an array of JSX elements. That means:
myProp={["This is html", <span>Some other</span>, "and again some other"]}
I wouldn't recommend this method because:
Adding it for the sake of completeness but in react, you can also get all children that are 'inside' your component.
So if I take the following code:
<SomeComponent>
<div>Some content</div>
<div>Some content</div>
</SomeComponent>
Then the two divs will be available as this.props.children in SomeComponent and can be rendered with the standard {} syntax.
This solution is perfect when you have only one HTML content to pass to your Component (Imagine a Popin component that only takes the content of the Popin as children).
However, if you have multiple contents, you can't use children (or you need at least to combine it with another solution here)