'Setting' is not the same as 'place' or 'world.' All of which are close enough in definition but since you said crime fiction I think what you meant is the setting, even though you go on to say 'the place' but let's cut to the chase and see what's going on here: Edit: I swear I'd read 'place' somewhere in the Q!
This's a subset of 'setting.'
The 'place' of your story should only be unique within its world (also called history or timeline) so that it's just one of several places that exist in that world. So it could be the 'State of Janedonia', in the US but still be considered not real.
Why? Because the 'invented' place automatically places a screen between the reader and what they already know about where this place should be (here, the US); the reader knows what to expect because you gave the cue that the place is like a real place but not it, but they still wouldn't feel cheated if some things are a bit off from real life in the place in which you set you story; (the big place being the US, the small 'focal' place being the State of Janedonia).
This's the one you want.
A step up from the 'place' of the story is its 'setting.' The setting is, figuratively, four-dimensional while the place is only 3-d. So you have time travel with important/famous/well-known/highlight points in history and culture that could be easily adapted. You would need to do the research to accurately describe, say, the Cold War era but the reader will, again, know what to expect. Although the template here is both bigger than the place's and more distant in feel.
The 'setting' shouldn't be radically different from the norms of your world, though. You could set the story in a space center where the protagonists never contact Earth, but it's still 'within our world.'
Which brings us to:
This's a superset of 'setting.'
Here you can make radical changes, make magic replace electricity as the driving force of the tools of the inhabitants of your world, or make it analytic much as physics is here. But with differences; for example, the protagonists can invent new spells and put new rules that change how their world works.
Then make us a parallel universe where we're nearing the same level of sophistication with technology, except that technology is separate from us here while in the other universe all the people's machines and other contraptions are driven by the mere fact that their bodies/souls/essences exist and have infinite energy in the form of magic.
Even social norms can be changed here. You only have to show it. Then subtly point it out so no one misses it.
Depending on what you're going for, whether it be suspense or build-up suspense (where you hit the readers hard and hook them/or start slow and expose), you will want to show the reader how your outer most 'content-bubble' is different from their world. If you're writing fantasy, you'll start by painting the world, if it's science fiction then the setting (sometimes the world) would be the starting point, and if it's comedy or romance then most of the time it's the place.
Crime fiction I find to be much more intriguing if the setting is exotic in itself. But again you might be going for the fear-factor in these stories (as opposed to the detective journey taking the spotlight) where a different setting could be either a blessing or a curse.