Unless you purchased your mini-rose from a greenhouse where it was growing in full sun, it probably wasn't hardened-off yet. Plants that are used to growing indoors, even in the bright light of a greenhouse, are unable to adapt instantly to being grown in bright outdoor sunlight. It's possible that the bush also was used to a much higher level of humidity in a greenhouse.
If this just happened a week or less ago, the plants roots are probably still alive. Just place a chair or small table over it to protect it from the sunlight during the hottest hours of the day. Use a clean sprayer to mist it with water several times a day, or just give it a spritz with the garden hose.
Keep a close eye on the rose and see if new growth doesn't appear within a week to 10 days.
Resist the urge to give the plant fertilizer or extra water. Without leaves, the plant won't need much of either of those, so the water and food will just sit in the soil and damage the already-struggling roots. Just keep the soil slightly moist. BTW, is your rose in the ground or in a container?
If this doesn't help, post again, and we'll see what other problems there might be.
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams