An Internet search of several peony vendors produced a list of peonies hardy in Zones 3 and 4, which would encompass most of Minnesota. Granted, the plants would not bloom until late spring or early summer, but the tubers are hardy. Bush peonies are rated for hardiness Zones 3 through 8 and tree peonies are rated hardy in Zones 5 through 8.
You may want to contact your local Extension office and ask for a recommendation of peony varieties that have done well in Minnesota plant trials.
This information is specific for Minnesota or certain USDA hardiness zones and may not apply to your local conditions. For more information on this topic, choose a related topic link above, submit a questions through Ask an Expert, or contact your local county Extension office.