Lucid isn't overly transparent about where their mattresses are made, but their memory foam is CertiPUR-US certified. That means it's free of harmful chemicals.
Still, be prepared for what's known as off-gassing after you unbox your mattress. You may notice an unpleasant smell that lingers anywhere from 1 to 4 days. The smell comes from the flame retardants or chemicals used to make memory foam.