In situ impedance measurements were employed to investigate the electrical transport properties of BaMoO4 under pressures of up to 20.0 GPa. Two anomalous changes in the electrical parameters were found, related to the pressure-induced structural phase transitions. The dielectric performance of BaMoO4 was improved by pressure. The dispersion in the real part of dielectric constant versus frequency weakens with increasing pressure. Based on the first-principles calculations, the increases of resistance with increasing pressure in the tetragonal and monoclinic phases were mainly caused by the increasing defect levels. The decrease of the relative permittivity in the tetragonal phase was attributed to pressure-induced strengthening in electronic localization around Mo atoms, which hindered the polarization of Mo-O electric dipoles.