A definition of Levy processes with values in the space of probability measures was introduced by Shiga and Tanaka (Electronic J. Prob. 11 (2006)). It is shown that the Levy process with values in the space of probability measures in law has a modification satisfying a certain condition. The modification is a Levy process in the sense of Shiga and Tanaka. The Levy-Ito decomposition of sample paths of the Levy process satisfying the condition is derived.