If you ask the insects of the world to raise their hand if they like to eating holes in the leaves of roses, you would be shocked by the numbers of 'yes' answers! Looks for bees, wasps, beetles, caterpillars... (and their larvae too). Sawfly wasp larvae (eat leaf in between veins; window-pane effect), rose slugs (eat the tissue between leaf veins in May-June), rose chafers (skeletonized leaves), Japanese Beetles (damage in late June or July; not too many holes but leaf looks spotty), rose curculios and rose weevils (look for ragged tears; weevils like to leaves completely consume leaves except for the midrib), vine weevils (chipped at the edges), leaf-cutter bees (half moon cuts; these are god guys though so normally, just let them be) are examples of pests that can make holes in rose leaves. You have to catch them in the act to identify them and then take appropriate counter measures. But sadly, some of them take a nibble and then leave.
