It sounds like your rose has picked up botrytis. This is a fungal disease and our damp humid season is making fungal diseases a real problem this year. The first method of control is to make sure you’re pruning away seed pods that form after they finish flowering. Also remove any flowers that are yellow or spotted. The buds that are rotting before opening should also be removed. Don’t let the material you remove fall to the ground but bag it up and put it in the garbage.
Make sure that, when you water the roses, you don’t spray the foliage with water. Use a watering wand to direct that water to the soil below the plant. Wet foliage is the perfect place for fungal diseases to take hold. We can’t do anything about the rain but we shouldn’t add to the problem by spray watering. More on that HERE. Always check the soil before watering…if it is already wet, don’t water and check again in a couple of days.
You should start spraying the roses with Bonide Rose Rx . right away. This is a neen oil spray that can control insects, mites and fungal disease and is organic. Read and follow the directions on the label. It would be wise in future years to start spraying earlier in the season before the disease takes hold.