I saw a huge cricket in my room?

a couple of minutes ago, i was on my laptop & saw this huge cricket hopping toward me. so i left my room & went to get something to kill it with. when i came back, it was gone. i couldn't find it anywhere. is it possible that it left so quickly, like through the radiator or something? i have this huge fear of bugs, especially big ones. how can i kill it and/or track it down?