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.
More top news
Three Welsh billionaires have made this year's Sunday Times Rich List, with Sir Michael Moritz topping the list for the richest in Wales.
A fine end to the weekend, with sunny spells throughout the day. Moving into the start of the week, more bright spells but feeling colder.
Off to the London Marathon today? If so, send us in your pictures.