A matrix $P{in}mathbb{C}^{n{ imes}n}$ is called a generalized reflection matrix if $P^*$ = P and $P^2$ = I. An $n{ imes}n$ complex matrix A is said to be a reflexive (anti-reflexive) matrix with respect to the generalized reflection matrix P if A = PAP (A = -PAP). It is well-known that the reflexive and anti-reflexive matrices with respect to the generalized reflection matrix P have many special properties and widely used in engineering and scientific computations. In this paper, we give new necessary and sufficient conditions for the existence of the reflexive (anti-reflexive) solutions to the linear matrix equation AXB + CY D = E and derive representation of the general reflexive (anti-reflexive) solutions to this matrix equation. By using the obtained results, we investigate the reflexive (anti-reflexive) solutions of some special cases of this matrix equation.