The holes in your rose's leaves are most likely caused by a rose slug which is not a true slug, but the larvae of the sawfly wasp. It is a difficult pest to get rid of and can do a fair amount of damage to the foliage, thus interfering with the photosynthesis of your plant. Any insecticide for roses will help to control these pests, but will also kill beneficial insects. If you are looking for an organic approach, hand picking or spraying with a strong stream of water will help. Some rosarians have had luck with horticultural oils if done early enough in the season. Since this is the larval stage of an insect life cycle, the rose slugs will usually go away by summer.

is it ok to use spectracide for roses on knockout roses?
there is a little green worm eating them and also they have holes in the leaves?