Problem & solution:

1) Problem: Most of the dust in room came from linen particles i.e. clothing, fabric etc.
Solution: Don't put any fabric in room, stay naked in room

2) Problem: You also brought dust from outside into your room
Solution: Place a pan or basin filled with water for you to dip your feet before coming into room

3) Problem: Dust came from outside through window
Solution: Place net or screen filter at windows

Also just buy an air conditioner and clean the filters once a week