Any suggestions on what to use for a fan filter?

CaptionI like to sleep with a fan blowing toward me when I so I don’t get hot and sweat as much during the night. I recently just cleaned out the inside of my fan and there was a crazy amount of black dust. I think the reason it’s black is because I live in the middle of a city in an apartment on a floor that’s pretty close to the ground and the dirt from the roads/cars gets in the air and comes in the window as I have the window open pretty frequently.Any suggestions on some material I could buy that I could put on the front of my fan so that the air still flows through but it catches that dirt/dust so it isn’t constantly blowing in my face while I sleep? I also have asthma so this is kind of a big deal.