Given a real, finite-dimensional, smooth parallelizable Riemannian manifold (N , G) endowed with a teleparallel connection ∇ determined by a choice of a global basis of vector fields on N , we show that the G-dual connection ∇ * of ∇ in the sense of Information Geometry must be the teleparallel connection determined by the basis of G-gradient vector fields associated with a basis of differential one-forms which is (almost) dual to the basis of vector fields determining ∇. We call any such pair (∇, ∇ * ) a G-dual teleparallel pair. Then, after defining a covariant (0, 3) tensor T uniquely determined by (N , G, ∇, ∇ * ), we show that T being symmetric in the first two entries is equivalent to ∇ being torsion-free, that T being symmetric in the first and third entry is equivalent to ∇ * being torsion free, and that T being symmetric in the second and third entries is equivalent to the basis vectors determining ∇ (∇ * ) being parallel-transported by ∇ * (∇). Therefore, G-dual teleparallel pairs provide a generalization of the notion of Statistical Manifolds usually employed in Information Geometry, and we present explicit examples of G-dual teleparallel pairs arising both in the context of both Classical and Quantum Information Geometry.