Fungicides approved for peonies include captan, copper sulphate (try Lilly Miller Micro-Cop), Daconil (chlorothalonil), Mancozeb, Maneb, Bravo or professional fungicides such as Decree, Chipco 26019 or Cleary's 3336 (thiophanate methyl). A new systemic fungicide is TM85 and another is offered by Cleary's.
These web sites should help you...
Brown Leaves on a Peony | Home Guides | SF Gate
Peonies need... - A&D Nursery