If you feel unsafe with the location of your hotel, or with the interior security of the hotel, trust your instincts and get reservations at another hotel. Even if there is an additional cost involved, your safety is most important. When you are checking in, be aware of people around you. More people will be around, and you will be able to see potential risks better. If the desk clerk does this, explain your concerns and ask to be changed to another room.
Many hotel chains have more than one hotel in major destinations.
And keep it locked whether you are in your room or out and about. Be sure the deadbolt on your door works correctly, and keep the safety bar locked when you are in the room. If there are any defects in the doors or locks on your room, notify hotel staff and ask for immediate repair, or to be relocated. Check for any obstructions and report them to hotel staff. Count how many doors away the emergency exit is in case the floor is filled with smoke.