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We present Arepo-MCRT, a novel Monte Carlo radiative transfer (MCRT) radiation-hydrodynamics (RHD) solver for the unstructured moving-mesh code Arepo. Our method is designed for general multiple scattering problems in both optically thin and thick conditions. We incorporate numerous efficiency improvements and noise reduction schemes to help overcome efficiency barriers that typically inhibit convergence. These include continuous absorption and energy deposition, photon weighting and luminosity boosting, local packet merging and splitting, path-based statistical estimators, conservative (face-centered) momentum coupling, adaptive convergence between time steps, implicit Monte Carlo algorithms for thermal emission, and discrete-diffusion Monte Carlo techniques for unresolved scattering, including a novel advection scheme. We primarily focus on the unique aspects of our implementation and discussions of the advantages and drawbacks of our methods in various astrophysical contexts. Finally, we consider several test applications including the levitation of an optically thick layer of gas by trapped infrared radiation. We find that the initial acceleration phase and revitalized second wind are connected via self-regulation of the RHD coupling, such that the RHD method accuracy and simulation resolution each leave important imprints on the long-term behavior of the gas.