In contrast from traditional unmanned aerial vehicle communication via unlicensed spectrum, connecting unmanned aerial vehicles with cellular networks can extend their communication coverage and improve the quality of their service. In addition, the emerging dual-functional radar communication paradigm in cellular systems can better meet the requirements of location-sensitive tasks such as reconnaissance and cargo delivery. Based on the above considerations, in this paper, we study the simultaneous communication and target sensing issue in cellular-connected unmanned aerial vehicle systems. Specifically, we consider a two-cell coordinated system with two base stations, cellular unmanned aerial vehicles, and potential aerial targets. In such systems, the communication security issue of cellular unmanned aerial vehicles regarding eavesdropping on their target is inevitable since the main beam of the transmit waveform needs to point to the direction of the target for achieving a sufficient detection performance. Aiming at protecting the privacy of cellular transmission as well as performing target sensing, we exploit the physical layer security technique with the aid of constructive interference-based precoding. A transmit power minimization problem is formulated with constraints on secure and reliable cellular transmission and a sufficient radar signal-to-interference-plus-noise ratio. By specially designing the transmit beamforming vectors at the base stations, the received signals at the cellular users are located in the decision regions of the transmitted symbols while the targets can only receive wrong symbols. We also compare the performance of the proposed scheme with that of the traditional one without constructive interference. The simulation results show that the proposed constructive interference-based strategy can meet the requirements of simultaneous target sensing and secure communication, and also save transmit power compared with the traditional scheme.