We will show that a statistical manifold (M, g, ∇) has a constant curvature if and only if the dual connection ∇ * of the torsion-free affine connection ∇ is projectively flat and the curvature R of ∇ is conjugate symmetric, that is, R = R * , where R * is the curvature of ∇ * . Moreover, if a statistical manifold (M, g, ∇) is trace-free, then the above condition of the conjugate symmetry of R can be replaced by the conjugate symmetry of Ricci curvature Ric of ∇, that is, Ric = Ric * . Finally, we will see that the conjugate symmetry is more fundamental than the constant curvature for a natural one-parameter family of connections, the so-called α-connections.