We discuss a close link between two seemingly different topics studied in the cellular automata literature: additive conservation laws and invariant probability measures. We provide an elementary proof of a simple correspondence between invariant full-support Bernoulli measures and interaction-free conserved quantities in the case of one-dimensional surjective cellular automata. We also discuss a generalization of this fact to Markov measures and higher-range conservation laws in arbitrary dimension. As a corollary, we show that the uniform Bernoulli measure is the only shift-invariant, full-support Markov measure that is invariant under a strongly transitive cellular automaton.