Guess what… it's called "Black Spot", and as already surmised, it's a fungal infection. As Brinjal has explained… never water the roses directly onto the bush and leaves. Water only at the base and then use a good mulch like peat moss to mulch the ground at the base of the plant to assure the soil stays damp… but water only about once per week with a good, deep watering. Roses like water on their roots but not "wet feet' (standing in water).
The Black Spot moves upward from the base of the plant, so when discovered, immediately remove any infected leaves even to the point of pruning entire branches if so infected.
Lastly, go, immediately, to you your DIY or other store selling plant raising materials and buy a good quality fungicide in a spray bottle (pre-mixed) and wet the entire plant down thoroughly… should drip off.
Almost as importantly, this fall, when the leaves have fallen, clean the base of the plant all the way down to the dirt… then find another pre-mix chemical called "Dormant Oil" … it smells terrible because it's made from sulphur (don't get any on your shoes!) Spray the ground thoroughly under any affected plant… all the way out to the drip line of the plant. Black Spot spores will over-winter in the soil, so this will eliminate that threat…
Best of luck!