The aim of this study is to extract dimensions of learning styles for the students of statistics at the Faculty of Economics and Business Administration. The sample of the study is consisted of 512 students whom are taken statistics course in 2009-2010 summer school in the Economy and Administrations Faculty of Eskisehir Osmangazi University. Forster's (1999) "How do I Actually Learn?" scale is used in this study by translating into Turkish language. In phase of data analyze, firstly six factors are determined respecting statistics learning styles by using Explanatory Factor Analysis (EFA) and then it is performed Confirmatory Factor Analysis (CFA) to determine whether these factors composed a consistent structure or not. The two measurement models derived from EFA are investigated whether they are theoretically or statistically significant. In this study, SPSS and LISREL software are used for EFA and CFA respectively.