Sounds like powdery mildew, one of the most common problems for gardeners. It's a kind of fungus. Typically it flourishes in sheltered spots with poor air circulation. A gardening center can sell you a spray for it. Pruning also helps. That is, with some plants you can just prune the infected leaves off. It also helps to prune to promote more air circulation.

Than you... We did let the Peonies grow thick and too crowded this year due to illness. Will prune next year as it appears.