Black spots on roses are a mix of bacteria and fungus that is a plant disease known as Diplocarpon rosae, which can spread to the rest of the plant. If not treated immediately, the entire leaf can turn yellow and then fall off the plant. Younger leaves are usually the most susceptible to the disease. Over-watering and cool temperatures can cause the leaf spots, so reduce how much you water your plant once you've removed the black spot or entire leaf. It's also important to keep the area around your plant clean and dusted well.
Remove the leaf with the black spot immediately by clipping it with scissors or a sharp knife. Remove the entire stem of the leaf, and do not come into contact with the fungus.
Remove any leaves that have fallen off of your rose immediately as well, even if they don't appear to have black spots. These fall leaves could be potentially diseased and spread to the base of your rose.
Spread a 2-inch layer of mulch around the rose bed to help prevent the fungus from spreading or growing again. Mulching the rose bed will help to soak up a lot of the excess moisture which may have caused the disease to begin with.
Add 1 cup of fat free milk with 1 cup of cool water to a spray bottle, and then shake the mixture together. Spray the mixture all around your roses. This mixture will create a fungus that is safe for your roses and will prevent any more black spots from returning.
Reduce the amount of watering to your rose bed. Water the bed only when the soil is dry, and water enough to make the soil moist only 1-inch deep. Try to only water around the base and not directly on the leaves.