Do you know what species of Banana it is ? some, such as the red banana (Ensete Maurelii) are not hardy at all where as the Japanese banana, (Musa basjoo) is root hardy down to -20

Badfish is right. Most musa (banana) are not hardy at all. Cavendish need temps above 10C. Ensete can be stored with most of their roots removed and all the leaves cut off, the water drained (just leave on side) and left in a cool frost free place until spring. It depends on size to do that, smaller ones need to be kept growing.

Musa basjoo can be wrapped with straw in a pipe or cover to protect the pseudostem from frost. You again remove the leaves (they will get frosted and die off in any frost and slugs may live in it all winter).

So post a pic of it and we can advise.