Aphids are coming to play this week. These are tiny, mostly green soft-bodied insects sucking out the plant juices. Many aphids are only plant-specific to the plant family they attack. Like rose aphids attack only plants in the rose family. There are a few aphids that will attack a wide range of plants. As they suck out the plant juices the leaves will curl and wrap around them offering some protection. To treat for aphids, use high force sprayer attachment on a hose to knock off the insects and do this several times a week. You can also use Neem oil or insecticide soap.
People have been having various problems with roses. The main problem is because of our wetter weather, is black spot. This is a fungus causing black spots on the leaves often killing the leaf. Use a fungicide to protect new or unaffected leaves. There are varieties less susceptible to this fungus.
Another disease on rose not as common is virus complex. This encompasses three different viruses. Most likely they will not kill the rose but will make the leaf unattractive. No roses are immune to the virus which is transmitted by insects. It is best to remove the affected plant.
Lastly, if your rose leaves have round holes removed along the edge of the leaf, you have carpenter ants or bees. I would just let them be because they will not cause any harm.