Rose leaves are the green leaves at the peduncle. Rose petals are the leaves of the flower itself. They come in red, yellow and many other colours.

The rose is an important image of desire and sensuality in the novel. It begins,"The studio was filled with the odour of roses..." As for Dorian Gray, here is where is, "Mr. Gray, you yourself, with your rose-red youth and your rose-white boyhood, you have had passions that have made you afraid, thoughts that have filled you with terror, day-dreams and sleeping dreams whose mere memory might stain your cheek with shame." For the times when this was written,it was very explosive. Rose-red youth is the usual hormone overdrive that burns in youth which consumes the youth himself and attracts his admirers. The rose-white boyhood refers to the allure of apparent innocence and alludes to the essence of pederasty, which is now a criminal offence. That is the context for your rose leaves.

Here is the fuller quote: ""I really can't see any resemblance between you, with your rugged strong face and your coal-black hair, and this young Adonis, who looks as if he was made out of ivory and rose-leaves. Why, my dear Basil, he is a Narcissus, and you -- well, of course you have an intellectual expression and all that. But beauty, real beauty, ends where an intellectual expression begins." ~ Oscar Wilde, "The Picture of Dorian Gray", chapter 1, para 7. For an example of an Adonis sculpture, see the Louvre Meseum in Paris and the Hermitage Museum in St. Petersburg. Both are marble nudes.

Your quote (cf. your comment above) is from Oscar Wilde's "The Picture of Dorian Gray". The image is homoerotic, and rose leaves are open to interpretation. Try imagining a neoclassical male nude of ivory, with rose leaves covering his modesty, then you will not be far wrong, though the passage in the book is about his face.