No. Peonies are really tough--even the dreadful three nights of temps in the teens last spring that followied the two weeks of near 90 degree weather didn't hurt the peonies.

Thank you!! I was stressing out last night about them, I called my mom to see what she thought since she has peonies and she said she never covered hers either and they were fine. I feel much better now lol. Should have seen me with sheets running around covering hostas and the few annuals I stupidly planted too soon...my neighbors probably thought I was nuts!