这个很简单，你按着我的配置来即可。

server {
        charset utf-8;
        client_max_body_size 128M;
        listen          80;
        server_name     local.yii2test.com
        index           index.php index.html index.htm;
        root            /usr/local/nginx/html/yii2test/web;

        location ~ \.php$ {
            root           /usr/local/nginx/html/yii2test/web;
            fastcgi_pass   127.0.0.1:9000;
            fastcgi_index  index.php;
            include        fastcgi_params;
        }
        #yii框架使用代码
        location / {
            # Redirect everything that isn't a real file to index.php
            try_files $uri $uri/ /index.php?$args;
        }

        location ~ /\.ht {
                deny  all;
        }
    }

上面我给你做了一个虚拟域名，你按着我的配置就可以正常访问了。 url 最终是这样的 local.yii2test.com/index

你的那种方法路径是错的,递交到这个路径/index.php?r=index/index