親測(cè)可行，可能是你配置錯(cuò)了。

• 配置文件

'urlManager' => [
    'enablePrettyUrl'       => true,
    'enableStrictParsing'   => true,
    'showScriptName'        => false,
    'rules' => [
        # 注意這里還嵌套了一層中括號(hào)
        ['class' => 'yii\rest\UrlRule', 'controller' => [ 'u'=> 'user']],
    ],
],

• controller

use api\components\rest\Controller;

class UserController extends Controller
{
    public function actionIndex()
    {
        return [
            'code' => 0,
            'message' => 'success',
        ];
    }
}

• 訪問 http://xxx.com/u

{
    "code": 0,
    "message": "success"
}