If this happened overnight I doubt your problem walks on six legs. You don't indicate where in the country you live, but I can't help wondering whether you have seen deer in your neighborhood somewhere.

Concur with York, you've got bigger problems than insects. When rabbits munch a rose bush, they tend to leave bits and pieces of stems on the ground. When deer munch a rose bush, they don't leave evidence. Protecting roses from deer is a real challenge. Egg/milk/hot pepper spray works but it must be reapplied frequently. Commercial products are available at Lowe's and HD.

Thanks for the responses...I actually found out what it was...I got up at 12:00am and found hundreds if not thousands of fire ants trailing away with...yes...more of my rose leaves...I went over to Lowe's and bought food that supposively the ants eat and go back and kill each other including the queen....it seemed like it worked..no more ants. And I'm happy to say the rose bush is starting to sprout new buds and leaves.