First-floor bathroom with quite a big window. Wall insulation did not help, any other methods? The problem is the room is not a part of a house HVAC system. Please, I'll appreciate any advice.

Mini Split? It is likely best to get some quotes from local HVAC companies. Can new ducts be run? Does the house have natural gas?

Blinds over windows can help also.

A mini-split would be INSANELY oversized for the heating and cooling loads of a bathroom.

To get to to the optimal solution starts with a reasonably careful heat load calculation. Even running an I=B=R type calculation using a spreadsheet tool can be pretty good, and WAY better than a WAG:

https://www.greenbuildingadvisor.com/article/how-to-perform-a-heat-loss-calculation-part-1

https://www.greenbuildingadvisor.com/article/how-to-perform-a-heat-loss-calculation-part-2

Or a sorta-reasonable Manual-J-ish on line calculator such as loadcalc.net...

... or a real ACCA certified online Manual-J tool such as coolcalc.com.

There are no short-cuts, and many ways of screwing it up using online tools. The I=B=R method approach, skipping the air infiltration portion (houses are much tighter than the assumptions in most load caluculations) would be good enough to get a handle on it.

Is there a pre-existing whole house HVAC system? Assuming yes, please describe it.

What type of water heater is serving this bathroom?

What fuels are available?

Is replacing the flooring a possibility?

A micro-zone hydronic solution running off the water heater is one possible approach using radiant floor, heated towel rack, small panel radiator, or baseboard can be right-sized for the design load & water temps.

Electric mesh floor heating under new flooring or electric panel radiator/baseboard is another.

Agree with Dana

I also agree with Dana

I three with Dana.

Not-me, Dana is actually an idiot- go ahead and ask his wife! :-)

I guess that's why we get along. The space between my ears only houses a Bronx Cheer generator....