We study the dimer model on the square grid, with quenched random edge weights. Randomness is chosen to have a layered structure, similar to that of the celebrated McCoy-Wu disordered Ising model. Disorder has a highly non-trivial effect and it produces an essential singularity of the free energy, with $e^{-\sqrt{\rm distance}}$ decay of dimer-dimer correlations, at a point of the ``liquid'' (or ``massless'') phase where the homogeneous dimer model has instead a real analytic free energy and correlations decaying like $1/({\rm distance})^2$. Moreover, at a point where the homogeneous model has a transition between a massive (gaseous) and massless (liquid) phase, the critical exponent 3/2 (Pokrovsky-Talapov law), characteristic of the transition between the two regimes, is modified by disorder into an exponent that ranges continuously between 3/2 and infinity.