Results from small collision systems at RHIC and LHC have shown interesting evidence of collective behavior, hinting at the onset of Quark-Gluon Plasma in small collision systems. Photons do not interact strongly with the medium produced in high-energy heavy-ion collisions. By measuring the photons emitted early on in the collision (i.e. direct photons or photons not produced by hadronic decays) information about the environment in which they were produced can be obtained. With access to large datasets of p+p and p/d/3He+Au collisions at 200 GeV, PHENIX is in an ideal position to search for indications of thermal photon emissions in these systems. In this talk, a summary of some low momentum direct photon measurements at PHENIX will be presented, with emphasis on recent measurements of the p+p and p+Au collisions as well as upcoming the d+Au and 3He+Au measurements