The following solution is not for the squeamish, but if you can stomach it, pluck and remove any visible insects by hand. While you are manually removing beetles from your plants, inspect the leaves, buds, and soil for damage, eggs, and where to apply pesticide.
If removing beetles manually is too much to bear, pull out a handy vacuum and suck up any beetles found on or around your roses. Work carefully not to harm your plants.
Spraying soapy water on rose bushes can bring larvae to the surface and deter Japanese beetles. Remove any larvae or adults you see. In fall or spring, birds may help control insect populations.
Apply pesticide early in the morning before the beetles become active. Use Neem oil, Pyrethrin-based insecticide, Milky Spore, or another type of insecticide on flowers, buds, and leaves. Follow manufacturer's instructions and apply regularly until all adults, eggs, and larvae are eliminated.
Before things get out of hand, cover up your roses with a fine mesh netting to make it harder for Japanese beetles and similar insects to get to your plants. Be careful not to trap any grubs or adult beetles under the netting first, and apply insecticides.