Hydrangeas are hardy perennials that don't require winter protection in areas that have winter temperatures no colder than 5 to 10 degrees Fahrenheit. Most of Illinois is in USDA hardiness zone 5, with minimum annual temperatures dipping down to -15 to -20 degrees Fahrenheit. The southern portion of Illinois is in zone 6, which experiences minimum temperatures of about -5 degrees Fahrenheit. Thus, hydrangeas need special care to survive the cold winters in Illinois. You can protect your hydrangeas from winter damage using a certain mulching technique and pruning the hydrangeas in the spring.
Insert four wooden stakes into the ground around your hydrangea, spaced evenly. The stakes should be at least 4 or 5 feet long, inserted into the ground at least 6 inches.
Stretch chicken wire around the outside of the wooden stakes to form a "cage" around your hydrangea. Tie the chicken wire to the stakes using three or four twist ties or lengths of heavy twine per stake.
Fill the cage with 8 to 12 inches of organic mulch, such as shredded dried leaves or pine straw. Add organic mulch until the crown and canes of the hydrangea are covered completely.
Check the hydrangea at least once per month during the winter and add more mulch as the leaves or straw settles. Most organic mulches will settle over time, so you'll need to add more to keep all the buds and branch tips covered.
Remove the cage and mulch from the hydrangea in the spring, after the last frost. Prune away damaged or dead stems from the hydrangea, allowing at least two pairs of healthy buds to remain on each stem.