Although unsupervised person re-identification (RE-ID) has drawn increasing research attentions due to its potential to address the scalability problem of supervised RE-ID models, it is very challenging to learn discriminative information in the absence of pairwise labels across disjoint camera views. To overcome this problem, we propose a deep model for the soft multilabel learning for unsupervised RE-ID. The idea is to learn a soft multilabel (real-valued label likelihood vector) for each unlabeled person by comparing the unlabeled person with a set of known reference persons from an auxiliary domain. We propose the soft multilabel-guided hard negative mining to learn a discriminative embedding for the unlabeled target domain by exploring the similarity consistency of the visual features and the soft multilabels of unlabeled target pairs. Since most target pairs are cross-view pairs, we propose the cross-view consistent soft multilabel learning to achieve the learning goal that the soft multilabels are consistently good across different camera views. To enable effecient soft multilabel learning, we propose the reference agent learning to represent each reference person by a reference agent in a joint embedding. We evaluate our unified deep model on Market-1501 and DukeMTMC-reID. Our model outperforms the state-of-the-art unsupervised RE-ID methods by clear margins.