Downy mildew is a disease that strikes roses, but it is different than the white powder of powdery mildew. Instead, downy mildew causes brown leaf lesions.

It is hard to see the actual fungus in this case - usually you just see purple to brown splotches on the leaves, stem and actual blooms. Use a fungicide that lists downy mildew on its label to remove this infestation, following the label's directions.