Cindy ...
This has been a common practice for me with rose prunings and/or leaf litter under a rose. I usually move it to another type of plant because the second plant is not susceptible to the same diseases as the roses.
For example, studies have shown black spot spores over winter in the leaf litter under a rose. If you move that leaf litter to a non-rose bed and put clean mulch under the rose, it protects the rose from being infected by those spores and the non-rose plant is not susceptible to rose black spot spores.
Smiles,
Lyn
btw ... I don't use the thorny canes I cut off of some roses for mulching purposes. They bite ...