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
Wales is expected to have a heatwave over the next few days with temperatures reaching in over 29 C. Here's a list of the places to be.
A group of isolated pensioners living on Anglesey are trying to raise £500 for transport to get them to their monthly friendship group
Cocklers working in the Dee Estuary say their jobs may be at risk after Natural Resources Wales decided to close the cockle beds.