Can't change border color of Material-UI OutlinedInput

Here's an example showing how to do this in v4 (v5 example further down):

import React from "react";
import { makeStyles } from "@material-ui/core/styles";
import OutlinedInput from "@material-ui/core/OutlinedInput";
import InputLabel from "@material-ui/core/InputLabel";
import MenuItem from "@material-ui/core/MenuItem";
import FormControl from "@material-ui/core/FormControl";
import Select from "@material-ui/core/Select";

const useStyles = makeStyles(theme => ({
  root: {
    display: "flex",
    flexWrap: "wrap"
  },
  formControl: {
    margin: theme.spacing(1),
    minWidth: 120
  },
  selectEmpty: {
    marginTop: theme.spacing(2)
  }
}));
const useOutlinedInputStyles = makeStyles(theme => ({
  root: {
    "& $notchedOutline": {
      borderColor: "red"
    },
    "&:hover $notchedOutline": {
      borderColor: "blue"
    },
    "&$focused $notchedOutline": {
      borderColor: "green"
    }
  },
  focused: {},
  notchedOutline: {}
}));

export default function SimpleSelect() {
  const classes = useStyles();
  const outlinedInputClasses = useOutlinedInputStyles();
  const [values, setValues] = React.useState({
    age: "",
  });

  const inputLabel = React.useRef(null);
  const [labelWidth, setLabelWidth] = React.useState(0);
  React.useEffect(() => {
    setLabelWidth(inputLabel.current.offsetWidth);
  }, []);

  function handleChange(event) {
    setValues(oldValues => ({
      ...oldValues,
      [event.target.name]: event.target.value
    }));
  }

  return (
    <form className={classes.root} autoComplete="off">
      <FormControl variant="outlined" className={classes.formControl}>
        <InputLabel ref={inputLabel} htmlFor="outlined-age-simple">
          Age
        </InputLabel>
        <Select
          value={values.age}
          onChange={handleChange}
          input={
            <OutlinedInput
              labelWidth={labelWidth}
              name="age"
              id="outlined-age-simple"
              classes={outlinedInputClasses}
            />
          }
        >
          <MenuItem value="">
            <em>None</em>
          </MenuItem>
          <MenuItem value={10}>Ten</MenuItem>
          <MenuItem value={20}>Twenty</MenuItem>
          <MenuItem value={30}>Thirty</MenuItem>
        </Select>
      </FormControl>
    </form>
  );
}

You can read more about this in my related answers:

• Change outline for OutlinedInput with React material-ui
• Global outlined override
• Change border color on Material-UI TextField

Here's a similar example, but for v5 of Material-UI using styled:

import React from "react";
import { styled } from "@material-ui/core/styles";
import { outlinedInputClasses } from "@material-ui/core/OutlinedInput";
import InputLabel from "@material-ui/core/InputLabel";
import MenuItem from "@material-ui/core/MenuItem";
import FormControl from "@material-ui/core/FormControl";
import Select from "@material-ui/core/Select";

const StyledForm = styled("form")(`
  display: flex;
  flex-wrap: wrap;
`);
const StyledFormControl = styled(FormControl)(({ theme }) => ({
  margin: theme.spacing(1),
  minWidth: 120
}));
const StyledSelect = styled(Select)(`
  & .${outlinedInputClasses.notchedOutline} {
    border-color: red;
  }
  &:hover .${outlinedInputClasses.notchedOutline} {
    border-color: blue;
  }
  &.${outlinedInputClasses.focused} .${outlinedInputClasses.notchedOutline} {
    border-color: lime;
  }
`);

export default function SimpleSelect() {
  const [values, setValues] = React.useState({
    age: ""
  });

  function handleChange(event) {
    setValues((oldValues) => ({
      ...oldValues,
      [event.target.name]: event.target.value
    }));
  }

  return (
    <StyledForm autoComplete="off">
      <StyledFormControl variant="outlined">
        <InputLabel id="outlined-age-simple-label">Age</InputLabel>
        <StyledSelect
          labelId="outlined-age-simple-label"
          value={values.age}
          onChange={handleChange}
          name="age"
          label="Age"
        >
          <MenuItem value="">
            <em>None</em>
          </MenuItem>
          <MenuItem value={10}>Ten</MenuItem>
          <MenuItem value={20}>Twenty</MenuItem>
          <MenuItem value={30}>Thirty</MenuItem>
        </StyledSelect>
      </StyledFormControl>
    </StyledForm>
  );
}