The present disclosure relates to aerosol delivery devices that may include components configured to convert electrical energy to heat and atomize an aerosol precursor composition. An outer body may at least partially enclose the components. An illumination source may be configured to output electromagnetic radiation. A wave guide may be configured to receive the electromagnetic radiation from the illumination source and illuminate the aerosol delivery device. The wave guide may define an increasing width from a first longitudinal end at which the electromagnetic radiation is received to an opposing second longitudinal end. Thereby, the wave guide may directly transmit the electromagnetic radiation across the entirety of the second longitudinal end to provide substantially even illumination at the second longitudinal end while employing less material and reducing the volume of space occupied by the wave guide as compared to cylindrical embodiments of wave guides. Related methods are also provided.