We use inelastic neutron scattering to study temperature dependence of the paramagnetic spin excitations in iron pnictide BaFe$_2$As$_2$ throughout the Brillouin zone. In contrast to a conventional local moment Heisenberg system, where paramagnetic spin excitations are expected to have a Lorentzian function centered at zero energy transfer, the high-energy ($hbaromega>100$ meV) paramagnetic spin excitations in BaFe$_2$As$_2$ exhibit spin-wave-like features up to at least 290 K ($T= 2.1T_N$). Furthermore, we find that the sizes of the fluctuating magnetic moments $<m^2>approx 3.6 mu^2_B$ per Fe are essentially temperature independent from the AF ordered state at $0.05T_N$ to $2.1T_N$, which differs considerably from the temperature dependent fluctuating moment observed in the iron chalcogenide Fe$_{1.1}$Te [I. A. Zaliznyak {it et al.}, Phys. Rev. Lett. {bf 107}, 216403 (2011).]. These results suggest unconventional magnetism and strong electron correlation effects in BaFe$_2$As$_2$.