He was on his way to a meeting in Pembrokeshire when he noticed the woman dangerously close to traffic.
Coleman is said to have driven around Haverfordwest for half an hour to see if the woman could recognise her home, before calling friends in the town to ask for help.
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England enjoyed a winning send-off to their Australia tour as they recovered from early problems leaving Wales floundering.
Veteran singer Sir Tom, 75, is gearing up for his first concerts since wife Linda died after a "fierce" battle with cancer in April.
It will be a dry and fine day across the country with plenty of warm sunshine and light winds.