Markov state models can describe ensembles of pathways via kinetic networks but are difficult to create when large free-energy barriers limit unbiased sampling. Chain-of-states simulations allow sampling over large free-energy barriers but are often constructed using a single pathway that is unlikely to thermodynamically average over orthogonal degrees of freedom in complex systems. Here, we combine the advantages of these two approaches in the form of a Markov state model of Markov state models, which we call a Hierarchical Markov state model. In this approach, independent Markov models are constructed in regions of configuration space that are locally well sampled but are separated by large free-energy barriers from other regions. A string method is used to construct an ensemble of pathways connecting the states of these different local Markov models, and the rate through each pathway is then estimated. These rates are then combined with the rate information from the local Markov models in a master equation to predict global rates, fluxes, and populations. By applying this hierarchical approach to tractable systems, a toy potential and dipeptides, we demonstrate that it is more accurate than the conventional single-pathway description. The advantages of this approach are that it (i) is more realistic than the conventional chain-of-states approach, as an ensemble of pathways rather than a single pathway is used to describe processes in high-dimensional systems, and (ii) it resolves the issue of poor sampling in Markov State model building when large free-energy barriers are present. The divide-and-conquer strategy inherent to this approach should make this procedure straightforward to apply to more complex systems.