For our God, etc. As he had before kindly set before us the grace of God, so he now makes known his severity; and he seems to have borrowed this sentence from the fourth chapter of Deuteronomy. Thus we see that God omits nothing by which he may draw us to himself; he begins indeed with love and kindness, so that we may follow him the more willingly; but when by alluring he effects but little, he terrifies us. And doubtless it is expedient that the grace of God should never be promised to us without being accompanied with threatening; for we are so extremely prone to indulge ourselves, that without the application of these stimulants the milder doctrine would prove ineffectual. Then the Lord, as he is propitious and merciful to such as fear him unto a thousand generations; so he is a jealous God and a just avenger, when despised, unto the third and the fourth generation. [1]

Footnotes

1 - The conjunction kai at the beginning of this verse is commonly omitted by translators, but Macknight has retained it, "For even our God," etc. The intimation clearly is, that under the Gospel no less than under the Law God is a consuming fire to apostates; and apostasy or idolatry is the sin especially referred to in Deuteronomy 4:24, from which this passage is taken. -- Ed

For our God is a consuming fire - This is a further reason why we should serve God with profound reverence and unwavering fidelity. The quotation is made from Deuteronomy 4:24. "For the Lord thy God is a consuming fire, even a jealous God." The object of the apostle here seems to be, to show that there was the same reason for fearing the displeasure of God under the new dispensation which there was under the old. It was the same God who was served. There had been no change in his attributes, or in the principles of his government. He was no more the friend of sin now than he was then; and the same perfections of his nature which would then lead him to punish transgression would also lead him to do it now. His anger was really as terrible, and as much to be dreaded as it was at Mount Sinai; and the destruction which he would inflict on his foes would be as terrible now as it was then.
The fearfulness with which he would come forth to destroy the wicked might be compared to a "fire" that consumed all before it; see the notes, Mark 9:44-46. The image here is a most fearful one, and is in accordance with all the representations of God in the Bible and with all that we see in the divine dealings with wicked people, that punishment; as inflicted by him is awful and overwhelming. So it was on the old world; on the cities of the plain; on the hosts of Sennacherib; and on Jerusalem - and so it has been in the calamities of pestilence, war, flood, and famine with which God has visited guilty people. By all these tender and solemn considerations, therefore, the apostle urges the friends of God to perseverance and fidelity in his service. His goodness and mercy; the gift of a Saviour to redeem us; the revelation of a glorious world; the assurance that all may soon be united in fellowship with the angels and the redeemed; the certainty that the kingdom of the Saviour is established on a permanent basis, and the apprehension of the dreadful wrath of God against the guilty, all should lead us to persevere in the duties of our Christian calling, and to avoid those things which would jeopard the eternal interests of our souls.

For our God is a consuming fire - The apostle quotes Deuteronomy 4:24, and by doing so he teaches us this great truth, that sin under the Gospel is as abominable in God's sight as it was under the law; and that the man who does not labor to serve God with the principle and in the way already prescribed, will find that fire to consume him which would otherwise have consumed his sin.

For our God is a consuming fire. Either God personally considered, God in the person of Christ; so the Shechinah, with the Jews, is called a consuming fire (n). Christ is truly God, and he is our God and Lord; and though he is full of grace and mercy, yet he will appear in great wrath to his enemies, who will not have him to reign over them: or rather God essentially considered; whose God he is, and in what sense, and how he comes to be so; see Gill on Hebrews 8:10, what is here said of him, that he is a consuming fire, may be understood of his jealousy in matters of worship, Deuteronomy 4:23, and so carries in it a reason why he is to be served acceptably, with reverence and godly fear. God, and he only, is to be worshipped; and he is to be worshipped in a way suitable to himself; and he has the sole right of fixing the manner of worship, both as to the external and internal parts of it: under the legal dispensation, he was worshipped in a way he then pitched upon, and suitable to it; and under the Gospel dispensation he is to be worshipped in an evangelical way; and he is to have all the glory in every part of worship; and the ordinances of Gospel worship are immovable; nor are they to be altered, or others put in their room, without recurring his displeasure. Moreover, this phrase may be expressive of the preservation of his people, and of the destruction of their enemies, Deuteronomy 9:1. We commonly say, that God out of Christ is a consuming fire; meaning, that God, as an absolute God, is full of wrath and vengeance; and it is a truth, but not the truth of this text; for here it is our God, our covenant God, our God in Christ; not that he is so to the saints, or to them that are in Christ: he is indeed as a wall of fire in his providences, to protect and defend them, and as fire in his word to enlighten and warm them, to guide and direct them, but not a consuming fire to them; this he is to their enemies, who are as thorns, and briers, and stubble before him: and so the Jews interpret Deuteronomy 4:24 of a fire consuming fire (o); and observe, that Moses says, thy God, and not our God (p); but the apostle here uses the latter phrase.
(n) Tzeror Hammor, fol. 21. 4. (o) Zohar in Genesis. fol. 35. 3. & 51. 1. & in Exod. fol. 91. 1. & in Leviticus. fol. 11. 1. (p) Lexic. Cabalist, p. 111.

Greek, "For even": "for also"; introducing an additional solemn incentive to diligence. Quoted from Deuteronomy 4:24.
our God--in whom we hope, is also to be feared. He is love (1-John 4:8, 1-John 4:16); yet there is another side of His character; God has wrath against sin (Hebrews 10:27, Hebrews 10:31).

For our God is a consuming fire - in the strictness of his justice, and purity of his holiness.