High resolution angle resolved photoemission measurements and band structure calculations are carried out to study the electronic structure of BaMnSb$_2$. All the observed bands are nearly linear that extend to a wide energy range. The measured Fermi surface mainly consists of one hole pocket around $Gamma$ and a strong spot at Y which are formed from the crossing points of the linear bands. The measured electronic structure of BaMnSb$_2$ is unusual and deviates strongly from the band structure calculations. These results will stimulate further efforts to theoretically understand the electronic structure of BaMnSb$_2$ and search for novel properties in this Dirac material.