For a long time, efficient algorithms for high-dimensional equations, represented by photon radiation transport, have been one important topic in the development of computational methods for particle transport processes. In this paper, we present an implicit unified gas-kinetic particle (IUGKP) method for multiscale gray radiative transfer. Based on the integral solution of the radiative transfer equation, the photon transport processes are categorized into non-equilibrium transport processes with a large photon free path and equilibrium transport processes with a small photon free path. The long-path processes are solved by an implicit Monte Carlo (IMC) method, and the short-path processes are solved by an implicit diffusion system. The closure formulation of photon distribution is derived from the local integral solution of the radiative transfer equation to couple the IMC and diffusion system. The improvement of the proposed IUGKP method over UGKP method is that particles can be tracked continuously instead of just until the first collision, making simulation with large time steps possible. The IUGKP method has the properties of asymptotic-preserving (AP) and regime-adaptive (RA). The AP property states that the IUGKP method converges to the consistent numerical methods for the asymptotic limiting equations of RTE in the limiting regimes. The RA property states that the computational accuracy of the IUGKP method adapts to the regimes. In this paper, the mathematical proof of the AP and RA properties is presented, and the multiscale numerical tests are performed to demonstrate the accuracy and efficiency of the IUGKP method.