Let ψ : R + → R + be a non-increasing function. A real number x is said to be ψ-Dirichlet improvable if it admits an improvement to Dirichlet's theorem in the following sense: the system |qx − p| < ψ(t) and |q| < t has a non-trivial integer solution for all large enough t. Denote the collection of such points by D(ψ). In this paper we prove that the Hausdorff measure of the complement D(ψ) c (the set of ψ-Dirichlet non-improvable numbers) obeys a zero-infinity law for a large class of dimension functions. Together with the Lebesgue measure-theoretic results established by Kleinbock & Wadleigh (2016), our results contribute to building a complete metric theory for the set of Dirichlet non-improvable numbers.