According to the doc
(These paragraphs have been removed in the document of Lumen 5.2)

Controllers & Namespaces

It is very important to note that we did not need to specify the full controller namespace when defining the controller route. We only defined the portion of the class name that comes after the App\Http\Controllers namespace "root". By default, the bootstrap/app.php file will load the routes.php file within a route group containing the root controller namespace.

If you choose to nest or organize your controllers using PHP namespaces deeper into the App\Http\Controllers directory, simply use the specific class name relative to the App\Http\Controllers root namespace. So, if your full controller class is App\Http\Controllers\Photos\AdminController, you would register a route like so:

$app->get('foo', 'Photos\AdminController@method');

Everything is ok

$app->get('hi', 'FooController@bar');
$app->get('foo/bar', 'FooController@bar');

These routes should be OK, too

$app->group(['prefix' => 'foo'], function ($app) {
    $app->get('bar', 'FooController@bar');
});

But actually that will throw a ReflectionException. Lumen can't find my controller class.

After adding 'namespace' => 'App\Http\Controllers', the route group works.

$app->group(['prefix' => 'foo', 'namespace' => 'App\Http\Controllers'], function ($app) {
    $app->get('bar', 'FooController@bar');
});