If the damage results in a skeletonizing effect to the foliage (the leaf tissue between the large veins is eaten away), the damage could be caused by the larval stage of Rose sawfly (here in Zone 5 we begin scouting for this insect around Mother’s Day) or Rose chafers. Later in the season thrips may be the culprits. All of these insects can be controlled with a neem oil or Monterey Garden Insect Spray, or any insecticide recommended for Roses. While this damage is unsightly, it will only affect the overall health of the plant if the infestation is severe and is left untreated. How to grow Roses in cold climates: If you live in a colder climate, as we do here in Connecticut, try growing Roses close to the foundation of your home. This provides plants with some degree of winter protection. Walkways are also good spots provided there is full sun. This is generally defined as at least 6 hours per day of direct sunlight.