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Matthew 27:19

While Pilate was sitting on the judge’s seat, his wife sent him this message: “Don’t have anything to do with that innocent man, for I have suffered a great deal today in a dream because of him.”

C H Spurgeon
Here was an unlooked-for witness to the innocence of Christ. Whether the dream of Pilate's wife was a divine revelation of Christ’s glory or not, we cannot tell; but the message sent by her to the governor must have made him even more anxious than before to release Jesus.

A T Robertson
His wife (hē gunē autou). Poor Pilate was getting more entangled every moment as he hesitated to set Jesus free whom he knew to be free of any crime against Caesar. Just at the moment when he was trying to enlist the people in behalf of Jesus against the schemes of the Jewish leaders, his wife sent a message about her dream concerning Jesus. She calls Jesus "that righteous man" (tōi dikaiōi ekeinōi) and her psychical sufferings increased Pilate’s superstitious fears. Tradition names her Procla and even calls her a Christian which is not probable. But it was enough to unnerve the weak Pilate as he sat on the judgment-seat (epi tou bēmatos) up over the pavement.

John Calvin
Although the thoughts which had passed through the mind of Pilate’s wife during the day might be the cause of her dream, yet there can be no doubt that she suffered these torments, not in a natural way ... but by an extraordinary inspiration of God. It has been commonly supposed that the devil stirred up this woman, in order to retard the redemption of mankind; which is in the highest degree improbable, since it was he who excited and inflamed, to such a degree, the priests and scribes to put Christ to death. We ought to conclude, on the contrary, that God the Father took many methods of attesting the innocence of Christ, that it might evidently appear that he suffered death in the room of others, - that is, in our room. God intended that Pilate should so frequently acquit him with his own mouth before condemning him, that in his undeserved condemnation the true satisfaction for our sins might be the more brightly displayed. Matthew expressly mentions this, that none may wonder at the extreme solicitude of Pilate, when he debates with the people, in the midst of a tumult, for the purpose of saving the life of a man whom he despised. And, indeed, by the terrors which his wife, had suffered during the night, God compelled him to defend the innocence of his own Son; not to rescue him from death, but only to make it manifest, that in the room of others he endured that punishment which he had not deserved. ....

John Gill
When he was set down on, etc That is, when Pilate the governor, as the Syriac and Persic versions read, was set down upon the bench, and while he was sitting there, and trying of Jesus:
his wife sent unto him her name, according to the Ethiopians, was Abrokla; who might be a Jewess, as the wife of Felix was, Acts 24:24, and a favourer of Jesus, or, at least, a religious person; and if, only a mere Heathen, yet had some notion of justice being to be done; and however, pressed by her dream, sent a messenger to her husband, as he was trying this cause:
saying, have thou nothing to do, etc meaning Jesus, whom she either knew to be so, or concluded from her dream that he was one: and her sense is, that her husband would have no hand in his condemnation and death, but rather do all he could to release and save him. She might know that he had gone some lengths already against him; that he had the night before granted a band of soldiers to the chief priests to apprehend him; and knew he rose early that morning, at the request of the same, to try him; and he was now before him, and she might be apprehensive that he was forward to condemn him to death, and therefore sends this cautionary message; alleging this for a reason,
for I have suffered ... in a dream, etc. The Arabic and Persic versions read, "this night". Pilate might rise that morning before she was awake, and had an opportunity of telling her dream; or she might dream it after he was gone; in which she was sadly distressed about Jesus, and might have some hints given her of the miserable consequences of his death, not only to the Jewish nation, but to her husband and family; which gave her great uneasiness and disquietude. Some have thought, that this dream was from the devil, willing to hinder the death of Christ, and so man's redemption and salvation by it; but had he had any such intention, the most effectual method would have been to have persuaded the chief priests and elders off of it, and in attempting it; whereas, on the contrary, they were instigated by him to it: and whatever natural causes there might be of this dream, ... yet, doubtless, this was of God, and with a design that a testimony should be bore to the innocency of Christ every way; as by Judas that betrayed him, by Pilate his judge and by his wife.