There are two main approaches to pairing: experience and (not always reliable, but sometimes surprising) chemical similarity.
On the experience side, The Flavor Bible's listing for "oranges – in general" lists "mint" as a very highly recommended pairing (level 3 of 4). However, on the reverse it lists "orange" only as suggested by a few experts as a pairing (level 1) for "mint – in general" – a surprising asymmetry. Orange isn't listed at all under the specific entry for peppermint.
The conclusion I would draw from that is that for your scenario in which orange is the base and peppermint is the highlight, it should work.
On the chemical side,
The main constituents [of peppermint oil] are identical in all oil varieties, but the relative ratios vary widely. Constituents include alpha- and beta-pinene, limonene, cineol, ethyl amylcarbinol, menthone, isomenthone menthofuran, menthol, neomenthol, isomenthol menthyl acetate and piperitone. The oil contains: menthone: 15 to 32%; esters (menthyl acetate) 3 to 10%; and menthol: 30.0 to 55.0%.
(Source: Fenaroli's Handbook of Flavor Ingredients). Of those at least the pinenes and limonene are also found in orange; they're chiral, and I don't know whether peppermint and orange have the same enantiomers, but the pairing looks plausible.
Both approaches look positive, so give it a go and post back when you have empirical evidence either way!