How do i make my room cooler

In the summer time my room gets extremely hot almost as if its a sauna room well i bought a really good fan but its starting to get hotter outside where i live (anywhere from the high 80's to high 90's ) & it takes my room FOREVER to cool down. So i was wondering how i can cool down my room. I'm not comfortable with leaving my window open throughout the night because where i live theres alot of creeps & tweakers & I left my window open with the fan in front of it and it didnt help at all