Cellular-connected unmanned aerial vehicles (UAVs) represent a promising technology for extending the coverage of 5G and 6G networks in a cost-effective manner. Additionally, Massive multiple-input multiple-output (MIMO) serves as an effective solution to interference mitigation in cellular-connected UAV communications. In this letter, we propose a fusion of wireless and sensor data to enhance beam alignment for cellular-connected UAV massive MIMO communications. We develop a predictive beamforming framework, including the frame structure and predictive beamformer. Moreover, we employ an extended Kalman filter (EKF) to integrate channel and sensor data and provide the corresponding state-space and observation models. Simulation results demonstrate that the proposed scheme can improve position/orientation estimation accuracy significantly, leading to higher spectral efficiency.