The answer will shock and amaze you.
At the moment, we don’t officially have a state level Democratic Party, but rather, a hybrid known as the Democratic Farm Labor (DFL) party. But there used to be a Democratic Party, and it provided the state with a total of four governors. The Farm Labor party supported three, and the DFL gave us five. So, one could say that the state of Minnesota has sort of had 12 governors from what is now the equivalent of the Democratic Party.
A grand total of 26 Minnesota governors have been Republicans, and one independence (That’s be Jesse). (That is a slight oversimplification, but you can look it up like I did and get the nuances.)
The most recent Democratic (DFL) Guber to win the Gubernatorial race was Rudy Perpich, who lost the 1990 election. He had been in for a couple of contiguous terms and maybe one non-contiguous terms.