Because it was the first time in history that humans (Nazis) performed a genocide on over 6.5 million Jews (including gypsies, Polish and anyone who fought against the Nazi order.)
Presumably, the question means unique in a way other than happening to specific people at a given time in a particular region. In other words, I assume it means something like: Has anything similar happened to other groups, especially peoples?
If that is what's meant, I would say Yes, there have been comparable genocides. The most obviously compable genocide is that of the Armenians by the Ottoman Turkish government in 1915-1917 (continued in 1922).
Unfortunately, there have been genocides throughout human history, including ones that were more successful in wiping out their target.
However, what makes the Holocaust unique is that it was the first (and, thankfully, so far the only) case where the full institutional effort of an industrialized nation was put to the purpose of genocide.
Genocide in human history has been a haphazard affair. Often, while it was the official policy of a government or ruler to kill certain groups, the actual task of performing that action was seldom organized. It such a policy had never before become an institutionalized part of a government. That is, the uniqueness of the Holocaust is that the genocide policy was not just decided upon, but incorporated into the actual German nation's government, in the same manner as one would have a Department of Transportation or similar formal structure.
The Holocaust harnessed the innovations of industrial organization as pertains to government, and used that organization to carry out a genocide in an ultra-efficient manner never before seen. The terror of the Holocaust is that such efficiency of mass-murder is possible, when using the very organs of the state itself to carry it out.
To be explicit: the uniqueness of the Nazi Holocaust is that it harnessed the organizational and mechanical innovations of the Industrial Revolution to genocide into a institutionalized, formalized, planned, and executed government bureaucracy. The Holocaust's "product" was Death: designed, regulated, planned, manufactured, mass-produced, and sold to its victims using all the advancements of the Industrial Revolution.
The horror of this industrialization and efficiency was that it required relatively little effort and materials to accomplish mass murder. Total estimates of the number of people (primarily SS) actually involved directly in the Holocaust is only a few thousand. The mechanization and organization of the Holocaust meant that those few thousand people were able to exterminate over a thousand times their number of victims in a couple of years. This works out to a single SS (or other perpetrator) being able to effictively kill several hundred people per year by working in the extermination system. This meant that the Holocaust required a relatively small portion of the country to participate (something far easier to accomplish than getting a large portion of the army or population involved), it was far easier to hide that it was occuring, and the killings could continue for very extended time periods, all of which are radically different than any other genocide in human history.