Why not dry line the walls? There's foam backed plasterboard or you could just use plasterboard with a foil backing. You don't want to creat another proble, so I think you need to do some research to see what method/materials will best suit your property and budget.
There are a few choices, but as tron says, the moisture laden warm air is condensing in this room because it is cooler.
People often use the word damp, but in this context, we are talking condensation. As a building term, damp usually means water transmitted through the structure, which is not the case with your bedroom.
You could just fit a hefty radiator to mitigate the problem.
Keeping a constant airflow tith the rest of the floor of the house will help a little with the condensation too.
Good luck.