For a Dirichlet series g, we study the Volterra operator T g f (s) = − +∞ s f (w)g (w) dw, acting on a class of weighted Hilbert spaces H 2 w of Dirichlet series. We obtain sufficient / necessary conditions for T g to be bounded (resp. compact), involving BMO and Bloch type spaces on some half-plane. We also investigate the membership of T g in Schatten classes. Moreover, we show that if T g is bounded, then g is in H p w , the L p-version of H 2 w , for every 0 < p < ∞. We also relate the boundedness of T g to the boundedness of a multiplicative Hankel form of symbol g, and the membership of g in the dual of H 1 w .