I’ve encountered the same issue while following the React Native tutorial (developing on Linux and targeting Android).

This issue helped me resolve the problem in following steps.

1. (in project directory) mkdir android/app/src/main/assets
2. react-native bundle --platform android --dev false --entry-file index.js --bundle-output android/app/src/main/assets/index.android.bundle --assets-dest android/app/src/main/res
3. react-native run-android

You can automate the above steps by placing them in scripts part of package.json like this:

"android-linux": "react-native bundle --platform android --dev false --entry-file index.js --bundle-output android/app/src/main/assets/index.android.bundle --assets-dest android/app/src/main/res && react-native run-android"

Then you can just execute npm run android-linux from your command line every time.