Install pdfjs-dist

import { Document, Page, pdfjs } from "react-pdf";
import pdfjsWorker from "pdfjs-dist/build/pdf.worker.entry";

pdfjs.GlobalWorkerOptions.workerSrc = pdfjsWorker;

Reference: https://github.com/mozilla/pdf.js/issues/8305

UPDATE

react-pdf >= 9.0.0

import { Document, Page, pdfjs } from "react-pdf";
import { WorkerMessageHandler } from "pdfjs-dist/build/pdf.worker.min.mjs";

pdfjs.GlobalWorkerOptions.workerSrc = new URL(
  WorkerMessageHandler,
  import.meta.url
).toString();

This also fixed a known issue:

Failed to load module script: Expected a JavaScript-or-Wasm module script but the server responded with a MIME type of "application/octet-stream". Strict MIME type checking is enforced for module scripts per HTML spec.

https://github.com/wojtekmaj/react-pdf/issues/1825

You have to set GlobalWorkerOptions.workerSrc to /build/pdf.worker(.min).js of same version:

pdfjsLib.GlobalWorkerOptions.workerSrc =
  "https://cdn.jsdelivr.net/npm/[email protected]/build/pdf.worker.min.js";  

pdfjsLib.getDocument('./ahmed.pdf').promise.then(doc => {
  console.log(`This document has ${doc._pdfInfo.numPages} pages.");
});

And, as @Pasi has mentioned, you have to promisify .getDocument() by chaining .promise on it. Without it, there is no .then().