Sex chromosomes are evolutionarily labile in many animals and sometimes fuse with autosomes, creating so-called neo-sex chromosomes. Fusions between sex chromosomes and autosomes have been proposed to reduce sexual conflict and to promote adaptation and reproductive isolation among species. Recently, advances in genomics have fuelled the discovery of such fusions across the tree of life. Here, we discovered multiple fusions leading to neo-sex chromosomes in the sara/sapho clade of the classical adaptive radiation of Heliconius butterflies. Heliconius butterflies generally have 21 chromosomes with very high synteny. However, the five species in the sapho subclade show large variation in chromosome number ranging from 21 to 60. We found that the W chromosome is fused with chromosome 4 in all of them. Two sister species pairs showed subsequent fusions between the W and chromosomes 9 or 14, respectively. These sequential fusions between autosomes and sex chromosomes make Heliconius butterflies an ideal system for studying the role of neo-sex chromosomes in adaptive radiations and the degeneration of sex chromosomes over time. Our findings emphasize the capability of WGS technology to detect neo-sex chromosomes even when sex chromosomes are not explicitly assembled.