Assuming you're talking about a hybrid T type rose. I prune mine in mid February. I take off most of the growth and cut just above a leaf joint where there is an outward facing bud.

But deadhead now as well - cut back to an outward facing bud, but not right down the stem as you do in the spring. You don't say where you live - if you are somewhere that has late frosts it is better to wait until March