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
It will remain breezy with further blustery and at times thundery showers.
Here's our gallery of some of your St David's Day pictures.
Showers becoming increasingly wintry even to lower levels, bringing an ice risk.