1. No C/C++ FFI.
2. Lack of a strong type system (clojure.spec almost solves this problem now, but when I quit this didn't exist yet).
3. Horrific startup times: although clojure itself is fast, its startup time isn't. This makes scripting in clojure unsatisfying. And you don't feel like a ninja when it takes 30 seconds to start a REPL. You can use clojurescript to target node to get around this, but then you cut yourself off to most of the powerhouse clojure libraries.
I now use Haskell (with C/C++ FFI). I do miss the homoiconicity (and slightly more concise syntax) of clojure. In my opinion Haskell and clojure are the two sexiest mainstream languages that you can get stuff done in.