Probably Black Spot (fungal disease). Starts as a circular black spot and then leaf turns yellow and falls off. Eventually your entire bush is naked. The fungus will spread to all of your roses if you do not get it taken care of. You need to remove the infected leaves and canes. Dispose of them away from shrubs. You can transfer this fungus by touch, so be careful around uninfected bushes.
Manure tea or a sulfur spray will help. Also avoid wetting leaves and be sure to prune to increase air circulation.