It is shown that an optical parametric amplifier inside a cavity can considerably improve the cooling of the micromechanical mirror by radiation pressure. The micromechanical mirror can be cooled from room temperature 300 K to sub-Kelvin temperatures, which is much lower than what is achievable in the absence of the parametric amplifier. Further if in case of a precooled mirror one can reach millikelvin temperatures starting with about 1 K. Our work demonstrates the fundamental dependence of radiation pressure effects on photon statistics.