Answer: A fungus causes black spot on roses. Yellowing leaves can be another effect of black spot infection. A good natural control is neem oil. At the current time, the only neem product I have seen that contains neem oil (rather than the ingredient azadirachtin) as the active ingredient is Green Light's Rose Defense. You may find there are others if you shop around, especially mail order sources. Neem controls aphids and mites on your roses, and the oil version of neem also will control powdery mildew and black spot.
Some gardeners have had success using baking soda and water sprays to control black spot. Tests in England indicated that 1.5 tablespoons of baking soda in 1 quart of water was effective. Add a few drops of dish detergent to help it stick. You may want to try it and see for yourself. Always test something new like this on a portion of the plant to see the results before spraying all of your plants.
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