ReactJS convert HTML string to JSX

I’m having trouble dealing with facebook’s ReactJS. Whenever I do ajax and want to display an html data, ReactJS displays it as text. (See figure below)

The data is displayed through the success callback function of the jquery Ajax.

$.ajax({
   url: url here,
   dataType: "json",
   success: function(data) {
      this.setState({
           action: data.action
      })
   }.bind(this)
});

Is there any easy way to convert this into html? How should I do it using ReactJS?