Inelastic neutron scattering measurements were performed on the ferromagnetic chain system CsNiF_3 in the collinear antiferromagnetic ordered state below T_N = 2.67K. The measured spin wave dispersion was found to be in good agreement with linear spin wave theory including dipolar interactions. The additional dipole tensor in the Hamiltonian was essential to explain some striking phenomena in the measured spin wave spectrum: a peculiar feature of the dispersion relation is a jump at the zone center, caused by strong dipolar interactions in this system. The interchain exchange coupling constant and the planar anisotropy energy were determined within the present model to be J'/k_B = -0.0247(12)K and A/k_B = 3.3(1)K. This gives a ratio J/J' \approx 500, using the previously determined intrachain coupling constant J/k_B = 11.8$. The small exchange energy J' is of the same order as the dipolar energy, which implies a strong competition between the both interactions.