Apparantly this can sometimes happen and it may have been killed by a fungal infection. Have a little dig around the roots and see if there are any growths. You will probably have to dig it out and burn/bin it. Don't replant a rose in the same spot.

Thanks for this reply. My husband hasalready dug it up, and he did not notice anything on the roots, but hard to think what else it might have been. I shall replace it, but as you say in a different spot.