Then fled Moses - Moses fled because he now ascertained that what he had done was known. He supposed that it had been unobserved, Exodus 2:12. But he now thought that the knowledge of it might reach Pharaoh, and that his life might thus be endangered. Nor did he judge incorrectly; for as soon as Pharaoh heard of it, he sought to take his life, Exodus 2:15.
Was a stranger - Or became a sojourner πάροικος paroikos, one who had a temporary abode in the land. The use of this word implies that he did not expect to make that his permanent dwelling.
In the land of Madian - This was a part of Arabia. "This would seem," says Gesenius, "to have been a tract of country extending from the eastern shore of the Elanitic Gulf to the region of Moab on the one hand, and to the vicinity of Mount Sinai on the, other. The people were nomadic in their habits, and moved often from place to place." This was extensively a desert region, an unknown land; and Moses expected there to be safe from Pharaoh.
Where he begat two sons - He married Zipporah, the daughter of "Reuel" Exodus 2:18, or "Jethro" Numbers 10:29; Exodus 3:1, a "priest" of Midian. The names of the two sons were Gershom and Eliezer, Exodus 18:3-4.

Then fled Moses at this saying,.... For hereby the thing was known to Pharaoh, being presently carried to court, who sought to kill him for it, Exodus 2:15 The Jews have a very fabulous story, that Moses was taken up upon it, and put in prison, and delivered into the hands of an executioner to be put to death; but that God wrought a miracle for him; he made his neck as hard as a pillar of marble, and the sword turned upon the neck of the executioner, and he died; and God sent Michael, the prince, in the likeness of the executioner, who took Moses by the hand, and led him out of Egypt, and left him at the borders of it, the distance of three days' journey (c) but the truth of the matter is, as Stephen relates, he fled directly, as soon as he heard the above words, for he knew his life was in the utmost danger:
and was a stranger in the land of Madian; which, as Josephus says (d), lay near the Red sea, and took its name from one of the sons of Abraham by Keturah. Philo the Jew (e) says, it was on the borders of Arabia; and according to Jerom (f), it was near Arnon and Areopolis, the ruins of which only were shown in his days; here he sojourned many years with Jethro the priest of that place:
where he begat two sons; whose names were Gershom and Eliezer, having married Zipporah, the daughter of Jethro, Exodus 18:2.
(c) Shalshaleth Hakabala, fol. 5. 2. & Chronicon Mosis, fol. 6. 1. (d) Antiqu. l. 2. c. 11. sect. 1. (e) De Vita Mosis, l. 1. p. 609. (f) De locis Hebr. fol. 93. B.

Then fled Moses, &c.--for "when Pharaoh heard this thing, he sought to slay Moses" (Exodus 2:15).