One of the few books in the Bible that Calvin never wrote a commentary on was the Book of Revelation - he acknowledged that he couldn't understand it. (source)
Even John Calvin, who wrote commentaries on every book of the Bible, skipped Revelation because he did not understand it. (source)
It appears this notion has a long history, being traced back at least to The dictionary historical and critical of Mr. Peter Bayle, Volume 2, There Bayle says:
Scaliger, among other things, commended him for not commenting on the Revelations. He owned him however for the happiest of all the Commentators, in apprehending the Sense of the Prophets. O quam Calvinus bene assequitur mentem Prophetarumm? nemo melius — 'Oh how well Calvin has followed the mind of the Prophets! none better.' [Scaligerana p. 41.]. Since then he adds, Sapit quod in Apocalypsim non scripsit, that is to say, He was in the right not to attempt the Revelations; he must be of Opinion, that there was nothing to be done on that Book. I have read in Bodin what I am going to relate: 'In oraculis interpretandis, malui judiciorum illam formulam, NON LIQUET, usurpare, quam temere ex aliorum opinione non intellecta cuiquam assentiri. Ac valde mihi probatur Calvini non minus urbana quam prudens oratio: qui de libro Apocalypseos sententiam rogatus, ingenue respondit, se penitus ignorare quid velit tam obscurus scriptor: qui qualisque fuerit nondum constat inter eruditos. [Methodus historica cap. VII, p. 416] - In interpreting the Scriptures, I had rather use that judicial Form, IT DOES NOT APPEAR, than rashly subscribe to the Opinion of another which I do not understand. And I am very much pleased with that Saying of Calvin's, which was no less candid than discreet, who, being asked his Opinion of the Book of the Revelations, replied ingenuously, that he was not able to understand anything in so obscure a Writer, whose Name and History were not yet settled among the learned.' I should be glad to know whether Calvin said this in any of his Writings, or only in Conversation; I am more apt to believe the Latter; for it would not have become a Man of his Character to declare, that the learned were not yet agreed who was the Author of the Revelations. [source.]I found this citation in T.H.L. Parker, Calvin's New Testament Commentaries, pp. 117-118. Parker points out that the evidence provided by Scaliger is no more than an opinion. Parker then questions whether or not Jean Bodin (1533-96) ever had any contact with Calvin, and then dismisses his comment as gossip.
The bottom line is there appears to be no credible historical evidence John Calvin said he did not produce a commentary on Revelation because he could not understand it.