The stochastic particle method based on Bhatnagar-Gross-Krook (BGK) or ellipsoidal statistical BGK (ESBGK) model approximates the pairwise collisions in the Boltzmann equation using a relaxation process. Therefore, it is more efficient to simulate gas flows at small Knudsen numbers than the counterparts based on the original Boltzmann equation, such as the Direct Simulation Monte Carlo (DSMC) method. However, the traditional stochastic particle BGK method decouples the molecular motions and collisions in analogy to the DSMC method, and hence its transport properties deviate from physical values as the time step size increases. This defect significantly affects its computational accuracy and efficiency for the simulation of multiscale flows, especially when the transport processes in the continuum regime is important. In the present paper, we propose a unified stochastic particle ESBGK (USP-ESBGK) method by combining the molecular convection and collision effects. In the continuum regime, the proposed method can be applied using large temporal-spatial discretization and approaches to the Navier-Stokes solutions with second-order accuracy. Furthermore, it is capable to simulate both the small scale non-equilibrium flows and large scale continuum flows within a unified framework efficiently and accurately. The applications of USP-ESBGK method to a variety of benchmark problems, including Couette flow, thermal Couette flow, Poiseuille flow, Sod tube flow, cavity flow, Taylor-Green vortex, and flow through a slit, demonstrated that it is a promising tool to simulate multiscale gas flows ranging from rarefied to continuum regime.