It may just be losing it's leaves early because of stress. It's not necessarily a death sentence though. There's not much you can do though winter, just let it be dormant. In early spring / late winter, just before bud break, I'd recommend spraying at least once with a fungicide dormant oil such as copper sulfate. This will combat leaf curl, which would weaken the tree further. Follow the application instructions and peach leaf curl is pretty easy to mitigate or prevent entirely.
Also give it some fertilizer in spring so it can put on lots of new growth.