The U-turn movements traffic demand of merging vehicles from the entrances and exits on the arterial roadside could lead to traffic conflicts in the interweaving road sections. A coordinated signal control model for adjacent intersections considering U-turn movements at interweaving road sections was proposed to direct against the traffic conflicts. To maximize the green wave bandwidths of the through traffic flows, the U-turn demand of the merging traffic flows at the road sections, and the continuous traffic demand of the through traffic flows on the artery were taken into account in the proposed model. Based on the characteristics analysis of vehicle trajectories, queuing clearance constraints were established for the upstream sections of entrances and exits, which ensured the effect of arterial coordinated control. The clearing constraints for the downstream interweaving road sections of entrances and exits were constructed to prevent vehicles from blocking the U-turn lanes, which secured downstream roadway right-of-way for entrance merging vehicles. The U-turn constraints for merging vehicles at the entrances were also established, then the conflicts between the U-turn movements and the traffic flows on the artery were reduced while ensuring the continuous movement of U-turn vehicles. The asymmetric arterial green wave coordinated constraints were given based on the coordinated correlation characteristics between entrances or exits and intersections at the upstream or downstream road sections. Finally, the Huxin Road in Zhuhai was taken as the case study. Results showed that the proposed signal coordinated control model could meet the continuous traffic demand of the two-way through traffic flows on the artery and the U-turn demand of the merging traffic flows at the road section. Eliminating traffic conflicts could reduce delays and the number of stops in the coordinated flows. The problem of large dispersion of vehicles entering the entrance could also be effectively improved.