3 Let us now attend to the Psalm. “The Lord is the God of vengeance; the God of vengeance has dealt confidently”. Do you think that He does not punish? “The God of vengeance” punishes. What is, “The God of vengeance”? The God of punishments. Thou murmurest surely because the bad are not punished: yet do not murmur, lest you be among those who are punished. That man has committed a theft, and lives: you murmur against God, because he who committed a theft on you dies not....Therefore, if you would have another correct his hand, you must first correct your tongue: you would have him correct his heart towards man, correct your heart towards God; lest perchance, when you desire the vengeance of God, if it come, it find you first.
For He will come: He will come, and will judge those who continue in their wickedness, ungrateful for the prolongation of His mercy, for His long-suffering, treasuring up unto themselves wrath against the day of wrath, and revelation of the righteous judgment of God, who will render to every man according to his deeds: because, “The Lord is the God of vengeance,” therefore has He “dealt confidently.”...Our safety is our Saviour: in Him He would place the hope of all the needy and poor.
And what says He? “I will deal confidently in Him.” What means this? He will not fear, will not spare the lusts and vices of men. Truly, as a faithful physician, with the healing knife of preaching in His hand, He has cut away all our wounded parts. Therefore such as He was prophesied and preached beforehand, such was He found....How great things then did He, of whom it is said, “He taught them as one having authority,” say unto them? “Woe unto you, Scribes and Pharisees, hypocrites!” What great things did He say unto them, before their face?
He feared no one. Why? Because He is the God of vengeance. For this reason He spared them not in words, that they might remain for Him after to spare them in judgment; because if they were unwilling to accept the healing of His word, they would afterwards incur their Judge's doom. Wherefore? Because He has said, “The Lord is the God of vengeance, the God of vengeance has dealt confidently;” that is, He has spared no man in word. He who spared not in word when about to suffer, will He spare in judgment when about to judge?
He who in His humility feared no man, will He fear any man in His glory? From His dealing thus confidently in time past, imagine how He will deal at the end of time. Murmur not then against God, who seems to spare the wicked; but be thou good, and perhaps for a season He may not spare you the rod, that He may in the end spare you in judgment....
Source: The Enarrations, or Expositions, on the Psalms (New Advent)