This is a type of chewing insect damage called "window-paning" because the missing tissue on one side of the leaf makes it transparent to light, as if a window pane was made out of the leaf. This type of damage may look alarming when it's extensive, but roses outgrow it without any needed help. It's created by a very common insect pest of roses called roseslug sawfly. Despite that name, it's neither a slug nor a fly, but an insect related to wasps (it cannot sting).

The larvae are smooth or glossy-looking, green, small, and vaguely caterpillar or slug-shaped in that they are slender and tapered in shape. You can see examples on our Sawflies and rose diagnostic web pages. The larvae are well-camouflaged but visible if you look closely at the underside of the leaves, which is where they usually hide and eat. They can be sprayed off with a strong jet of plain water from a garden hose, or if needed, you can use one of the reduced-toxicity insecticides noted on those web pages. Note that a horticultural oil spray (neem oil being one example) needs to directly contact the insects in order to work, so you'd need to make sure the spray coats the leaf undersides thoroughly, which can be difficult to do. The leaves can't heal from chewing damage, but they continue to feed the plant and new growth will eventually emerge to make up for the lost tissues.

Miri