We show that for a conformal local net of observables on the circle, the split property is automatic. Both full conformal covariance (i.e. diffeomorphism covariance) and the circle-setting play essential roles in this fact, while by previously constructed examples it was already known that even on the circle, M\"obius covariance does not imply the split property. On the other hand, here we also provide an example of a local conformal net living on the two-dimensional Minkowski space, which - although being diffeomorphism covariant - does not have the split property.