This letter proposes an analytical framework to evaluate the coverage performance of a cellular-connected unmanned aerial vehicle (UAV) network in which UAV user equipments (UAV-UEs) are equipped with directional antennas and move according to a three-dimensional (3D) mobility model. The ground base stations (GBSs) equipped with practical down-tilted antennas are distributed according to a Poisson point process (PPP). With tools from stochastic geometry, we derive the handover probability and coverage probability of a random UAV-UE under the strongest average received signal strength (RSS) association strategy. The proposed analytical framework allows to investigate the effect of UAV-UE antenna beamwidth, mobility speed, cell association, and vertical motions on both the handover probability and coverage probability. We conclude that the optimal UAV-UE antenna beamwidth decreases with the GBS density, and the omnidirectional antenna model is preferred in the sparse network scenario. What's more, the superiority of the strongest average RSS association over the nearest association diminishes with the increment of GBS density.