Not a peony expert but maybe leaf blotch. At this point in the year you could cut the plant to the ground. Remove any dead leaves on the soil around the plant. Burn or dispose of the material in the trash.

In northern VA, my peony foliage typically starts looking crummy around Labor Day. Cut it back.

Looks like Botrytis blight to me. Pretty much nothing you can do. Fortunately, it typically doesn't show up until later in the season. It helps to clean up well under/around the infected plant to get rid of any spores that would over-winter. DO NOT COMPOST the plant material at the end of the growing season nor put it out for yard waste pickup -- dispose of in the regular trash so as not to further spread it. Sterilize your pruners after cutting the plants down, too.

Link: Botrytis Blight of Peony

I sometimes get it but not always -- just because you have it this year doesn't mean it's an automatic you'll get it next year. Planting in full sun can help diminish the disease, and don't crowd plants -- poor air circulation promotes fungal growth.