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In this paper, the unified gas-kinetic wave-particle (UGKWP) method is further developed for diatomic gas with the energy exchange between translational and rotational modes for flow study in all regimes. The multiscale transport mechanism in UGKWP is coming from the direct modeling in a discretized space, where the cell's Knudsen number, defined by the ratio of particle mean free path over the numerical cell size, determines the flow physics simulated by the wave particle formulation. The non-equilibrium distribution function in UGKWP is tracked by the discrete particle and analytical wave. The weights of distributed particle and wave in different regimes are controlled by the accumulating evolution solution of particle transport and collision within a time step, where distinguishable macroscopic flow variables of particle and wave are updated inside each control volume. With the variation of local cell's Knudsen number, the UGKWP becomes a particle method in the highly rarefied flow regime and converges to the gas-kinetic scheme (GKS) for the Navier-Stokes solution in the continuum flow regime without particles. Even targeting on the same solution as the discrete velocity method (DVM)-based unified gas-kinetic scheme (UGKS), the computational cost and memory requirement in UGKWP could be reduced by several orders of magnitude for the high speed and high temperature flow simulation, where the translational and rotational non-equilibrium becomes important in the transition and rarefied regime. As a result, 3D hypersonic computations around a flying vehicle in all regimes can be conducted using a personal computer. The UGKWP method for diatomic gas will be validated in various cases from one dimensional shock structure to three dimensional flow over a sphere, and the numerical solutions will be compared with the reference DSMC results and experimental measurements.