It's called black spot. It's caused by a fungus I think.
You can get sprays to control it.

Try to gather up the old leaves and burn them, and also make sure none remain on the ground over winter, because the spores will wake up the following spring.

I think mulching also helps to stop the spores spread.

Thank you. xx

You need to adopt a spraying programme. Roseclear will do the job but you need to spray before the blackspot infects. In early spring, spray before the buds open and several times throughout the year. If you are growing roses on trellis, then even spray the woodwork. As already advised, pick up and destroy any fallen, infected leaves.