In this study, we introduce a method based on Separable Physics-Informed Neural Networks (SPINNs) for effectively solving the BGK model of the Boltzmann equation. While the mesh-free nature of PINNs offers significant advantages in handling high-dimensional partial differential equations (PDEs), challenges arise when applying quadrature rules for accurate integral evaluation in the BGK operator, which can compromise the mesh-free benefit and increase computational costs. To address this, we leverage the canonical polyadic decomposition structure of SPINNs and the linear nature of moment calculation, achieving a substantial reduction in computational expense for quadrature rule application. The multi-scale nature of the particle density function poses difficulties in precisely approximating macroscopic moments using neural networks. To improve SPINN training, we introduce the integration of Gaussian functions into SPINNs, coupled with a relative loss approach. This modification enables SPINNs to decay as rapidly as Maxwellian distributions, thereby enhancing the accuracy of macroscopic moment approximations. The relative loss design further ensures that both large and small-scale features are effectively captured by the SPINNs. The efficacy of our approach is demonstrated through a series of five numerical experiments, including the solution to a challenging 3D Riemann problem. These results highlight the potential of our novel method in efficiently and accurately addressing complex challenges in computational physics.