We present high accuracy relativistic coupled cluster calculations of the P-odd interaction coefficient $W_A$ describing the nuclear anapole moment effect on the molecular electronic structure. The molecule under study, BaF, is considered a promising candidate for the measurement of the nuclear anapole moment, and the preparation for the experiment is now underway [Altunas et al., Phys. Rev. Lett. 120, 142501 (2018)]. Influence of various computational parameters (size of the basis set, treatment of relativistic effects, and treatment of electron correlation) on the calculated $W_A$ coefficient is investigated and a recommended value of 147.7 Hz with an estimated uncertainty of 1.5% is proposed.