My peonies have a white powdery substance on them?

Powdery mildew a fungal disease. Get a fungicide for powdery mildew --it should be listed on the bottle. If some leaves are completely covered with it pick them off. They won't recover anyway. Throw them in the garbage. Clean up any debris around the bottom of the plant and spray in early morning or when the sun isn't on it. You may have to spray more than once. When you water don't wet the leaves. Fungal diseases spread by water splashing from leaf to leaf and carrying the fungal spores with it.