It is recommended to prune your peonies in the fall before winter and to remove all plant debris.
According to Pangborn, peonies are prone to foliar fungal problems. If sick foliage is left on the plant during the winter, it may expose new growth to diseases that have overwintered on the old leaves and caused damage.
Peonies should be pruned before winter to keep your garden organized. Green claims that if you don’t cut them, the leaves and stems would rot, turn to mush, and eventually tumble to the ground.