If you are using ESXi 6.0, you can upgrade directly to ESXi 6.5. There is no order for this.
But you should remember that. Before upgrading, you must check the hardware compatibility of the physical server. If your physical server supports ESXi 6.5, you must update firmware before upgrading. It is very important that you keep the firmware versions up to date.
VMware Compatibility Guide - System Search
What is the physical server brand model? Let's check for hardware compatibility.