The rose probably has black spot, a very common fungal leaf spot disease of roses in our climate.  The disease produces black spots surrounded by yellow halos.  The yellowing advances and the infected leaves eventually drop off. 

~To manage black spot, avoid watering late in the day since leaves that remain wet overnight are more likely to be penetrated by the fungus.

~Rake up and dispose of any fallen diseased leaves.
 
~Most of the popular rose varieties are susceptible enough to black spot to require regular applications of fungicide to manage it. 

Among the fungicides that are effective for this purpose are products containing triforine, chlorothalonil, mancozeb, myclobutanil, propiconazole and neem oil. 

More information on black spot can be found at:
http://edis.ifas.ufl.edu/PP268