A method and apparatus are provided for manufacturing multi-component segments for smoking articles, each having a removable wrap. The method includes feeding a stream of heat sources and aerosol-forming substrates along a moving delivery path; compacting into groups at least one heat source and an aerosol-forming substrate, each group corresponding to at least one multi-segment component, each multi-segment component having a first end adjacent the heat source and a second end adjacent the aerosol-forming substrate; wrapping the heat sources and aerosol-forming substrates in a web of material, said web having spaced apart lines of weakness; aligning each line of weakness proximate to a respective heat source; and cutting said web at a position proximate to the first end of the at least one multi-segment component, wherein at least a portion of said web forms a removable wrap being removable by breaking the wrapper at the respective line of weakness.