The growth mechanisms of self-catalyzed InAs/InSb axial nanowire heterostructures are thoroughly investigated as a function of the In and Sb line pressures and growth time. Some interesting phenomena are observed and analyzed. In particular, the presence of In droplet on top of InSb segment is shown to be essential for forming axial heterostructures in the self-catalyzed vapor-liquid-solid mode. Axial versus radial growth rates of InSb segment are investigated under different growth conditions and described within a dedicated model containing no free parameters. It is shown that widening of InSb segment with respect to InAs stem is controlled by the vapor-solid growth on the nanowire sidewalls rather than by the droplet swelling. The In droplet can even shrink smaller than the nanowire facet under Sb-rich conditions. These results shed more light on the growth mechanisms of self-catalyzed heterostructures and give clear route for engineering the morphology of InAs/InSb axial nanowire heterostructures for different applications.