Most functional languages don't really go for any ORM. It's usually considered a cumbersome abstraction for relational databases. Clojure makes it really easy to use SQL directly with the java.jdbc package [1], or through some helper library like SQL Korma [2]. There are also several migrations libraries you can use [3].

It takes a bit of getting used to coming from an ORM, but you'll love the lack of overhead soon enough :)

[1] http://clojure.github.io/java.jdbc/

[2] http://sqlkorma.com/

[3] http://www.luminusweb.net/docs/migrations.md