A production line for rod-shaped articles of the tobacco industry, each of which is a multi-component article which comprises a plurality of cylindrical segments (3, 3a) aligned with each other along the respective longitudinal axes, comprising: - a plurality of units (5, 5a) for feeding respective said segments (3, 3a), of which at least one positioned and shaped to supply, in particular in an orderly succession, segments consisting of capsules containing inside them a filling material, in particular granules or fibres; and - a unit for assembling said segments (3, 3a), in turn comprising in succession: - a modular section for combination of the segments (3, 3a) in groups, where each module is fed by at least one feed unit (5, 5a) and is provided with a plurality of drums for feeding the segments (3, 3a) in a direction transversal to their longitudinal axis and in which at least two adjacent modules combine the segments (3, 3a) by means of two respective drums operatively coupled to each other; and - a wrapping section, equipped with a wrapping device for wrapping a wrapping material around the combination of segments (3, 3a); characterized in that the unit for feeding said capsules comprises: - a unit for making the capsules, comprising in succession a station for feeding empty capsules; a filling station, which is equipped with a plurality of filling means for inserting the filling material in each empty capsule through a respective open longitudinal end; and a closing station, which is equipped with a plurality of closing means for making in each full capsule a respective wall for closing the open longitudinal end, said closing wall being transversal to the longitudinal axis of the capsule; and - a transfer conveyor, which is interposed between the unit for making the capsules and the assembling unit and is configured to transfer in sequence the capsules in an ordered succession from a pickup station, located at the outlet of the unit for making the capsules, to a delivery station, located at the infeed of the assembling unit. - a plurality of units (5, 5a) for feeding respective said segments (3, 3a), of which at least one positioned and shaped to supply, in particular in an orderly succession, segments consisting of capsules containing inside them a filling material, in particular granules or fibres; and - a unit for assembling said segments (3, 3a), in turn comprising in succession: - a modular section for combination of the segments (3, 3a) in groups, where each module is fed by at least one feed unit (5, 5a) and is provided with a plurality of drums for feeding the segments (3, 3a) in a direction transversal to their longitudinal axis and in which at least two adjacent modules combine the segments (3, 3a) by means of two respective drums operatively coupled to each other; and - a wrapping section, equipped with a wrapping device for wrapping a wrapping material around the combination of segments (3, 3a); - a modular section for combination of the segments (3, 3a) in groups, where each module is fed by at least one feed unit (5, 5a) and is provided with a plurality of drums for feeding the segments (3, 3a) in a direction transversal to their longitudinal axis and in which at least two adjacent modules combine the segments (3, 3a) by means of two respective drums operatively coupled to each other; and - a wrapping section, equipped with a wrapping device for wrapping a wrapping material around the combination of segments (3, 3a); - a unit for making the capsules, comprising in succession a station for feeding empty capsules; a filling station, which is equipped with a plurality of filling means for inserting the filling material in each empty capsule through a respective open longitudinal end; and a closing station, which is equipped with a plurality of closing means for making in each full capsule a respective wall for closing the open longitudinal end, said closing wall being transversal to the longitudinal axis of the capsule; and - a transfer conveyor, which is interposed between the unit for making the capsules and the assembling unit and is configured to transfer in sequence the capsules in an ordered succession from a pickup station, located at the outlet of the unit for making the capsules, to a delivery station, located at the infeed of the assembling unit.