The complex perovskite oxide barium magnesium niobate, BaMgNbO3 (BMN) is synthesized by a solid-state reaction technique. The X-ray diffraction of the sample shows the monoclinic structure at room temperature. Impedance spectroscopy is applied to investigate the electrical properties of BMN in a temperature range from 300 to 503 K and in a frequency range from 50 Hz to 1 MHz. An analysis of the real and imaginary parts of dielectric constant with frequency is performed assuming a distribution of relaxation times. The most probable relaxation times are found to obey an Arrhenius law with the activation energy of 0.72 eV. This value of activation energy suggests that the relaxation mechanism in BMN is due to ion hopping between neighbouring sites within the crystalline lattice. The scaling behaviour of imaginary part of electric modulus, M″ suggests that the relaxation describes the same mechanism at various temperatures in BMN. We have also analysed the conduction mechanism in BMN in time domain. In time domain, the time decay function ϕ(t) is obtained from the values of M″ by using a relaxation function in frequency domain, which is found to be a Cole-Cole distribution function. The Kohlrausch-Williams-Watts (KWW) function is used to analyse the time dependent behaviour of ϕ(t). The conductivity spectra of BMN at various temperatures are investigated considering a power law.