Not if you treat it soon. You probably have any one of a number of fungal infections (the plant, not you personally) that attack roses. If the yellowed leaves first developed black spots, you have one of the more common fungii (aptly named {wait for it} Black Spot). Several sprays are available but I always recommend Neem Oil since it's very effective and all natural, being manufatured from Chrysanthemum flowers. Spray it at least once a day (twice is better, especially if rainy) for a week.
Also, check on the underside of healthy leaves to see if any tiny, reddish spots move. If they scurry, you have spider mites which can also be treated with any good insecticide, although I recommend any number of insecticidal "soaps". They are environmentally safe since no chemicals are involved. They kill the insects by plugging up their breathing apparatus with soap suds. My brand of choice here in the U.S. is 'Safer'... Good luck!