Answer: Rhubarb is usually pest-free, but it can be troubled by cabbage worms or a beetle called the rhubarb curculio. A rust-colored culprit, the beetle bores into every part of the plant. Fortunately, they're easily removed by handpicking. Other not-so-common pests include Japanese beetles, flea beetles, cutworms, army worms and spider mites.
Tiny holes in the leaves sounds more like flea beetle damage rather than spider mite, caterpillar or worm damage. Stippling of the leaves is symptom of spider mite infestation. Japanese beetles skeletonize leaves so we can rule those out, as well. Cutworms and caterpillars leave droppings (called frass) directly beneath where they are feeding.
Without knowing exactly what you're dealing with, it's difficult to recommend a control strategy. You might try inspecting both sides of the leaves in the morning, mid-day and at dusk to see if you can find the critters while they're feeding. Once you do, capture a few and if you can't identify them, take them to your local garden center for positive identification. Once you know what you're dealing with, you can make a least-toxic choice of control methods.
Good luck with your rhubarb!
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