I discuss models for a continuum directed random polymer in a disordered environment in which the polymer lives on a fractal called the textit{diamond hierarchical lattice}, a self-similar metric space forming a network of interweaving pathways. This fractal depends on a branching parameter $bin mathbb{N}$ and a segmenting number $sin mathbb{N}$. For $s>b$ my focus is on random measures on the set of directed paths that can be formulated as a subcritical Gaussian multiplicative chaos. This path measure is analogous to the continuum directed random polymer introduced by Alberts, Khanin, Quastel [Journal of Statistical Physics textbf{154}, 305-326 (2014)].