There are lots of pests that leave holes in the leaves of roses but if you describe the type of hole or send a photo I can be more accurate in my attempt to help. Slugs leave large ragged holes, weevils take notches out of the edge of leaves, and fall webworms leave behind skeletons of the leaves. Look under the leaf to find some of these pests. I am going to guess fall webworm is the culprit due to the time of year you are asking the question. If you find webbed nests among the rose foliage than you have confirmed my guess. Control this caterpillar by spraying the roses with Bt(Bacilus thuringiensis) - follow instructions on the package. This is considered an organic control, as it is a bacteria that only kills caterpillar larvae. Keep growing, Marianne Binetti