Jacob have I loved, but Esau have I hated.
These words are explanative of the former; they are of like import, and the one interpret the other; and show, that the former are to be understood in a spiritual, and not in a temporal sense, and of the persons, and not the posterity of Jacob and Esau; for though Malachi prophesied long after Jacob and Esau were personally dead, yet the Lord in that prophecy manifestly directs the murmuring Jews to the personal regard he had had to Jacob and Esau, and which had continued in numberless instances to their respective posterities, in order to stop their mouths, and reprove their ingratitude; and though he speaks of the nation of the Edomites, and to the posterity of Israel, yet it is evident, that he has a respect to the persons of Jacob and Esau, from whence they sprung, when he says, "was not Esau Jacob's brother?" ( Malachi 1:2 ) , now though an Edomite may be said to be brother to an Israelite, yet Esau is never said, nor can he with any propriety be said to be the brother of Jacob's posterity: it remains, that these words regard their persons, and express the true spring and source of the choice of the one, and the rejection of the other; and which holds true of all the instances of either kind: everlasting and unchangeable love is the true cause and spring of the choice of particular persons to eternal salvation; and hatred is the cause of rejection, by which is meant not positive hatred, which can only have for its object sin and sinners, or persons so considered; but negative hatred, which is God's will, not to give eternal life to some persons; and shows itself by a neglect of them, taking no notice of them, passing them by, when he chose others; so the word "hate" is used for neglect, taking no notice, where positive hatred cannot be thought to take place, in ( Luke 14:26 ) .

Taken from John Gill's Exposition of the Bible