Jamieson, Fausset and Brown on Romans 12:19-21

19-21. avenge not, &c.--(See on Ro 12:14).

but rather give place unto wrath--This is usually taken to mean, "but give room or space for wrath to spend itself." But as the context shows that the injunction is to leave vengeance to God, "wrath" here seems to mean, not the offense, which we are tempted to avenge, but the avenging wrath of God (see 2Ch 24:18), which we are enjoined to await, or give room for. (So the best interpreters).