Step 1: Understand the question.
We must name the layer of the adrenal gland that makes glucocorticoids.
Step 2: Recall the adrenal cortex layers.
The outer part of the adrenal gland, the cortex, has three layers from outside to inside. They are the zona glomerulosa, the zona fasciculata, and the zona reticularis.
Step 3: Match each layer with its product.
The zona glomerulosa makes mineralocorticoids like aldosterone. The zona fasciculata makes glucocorticoids like cortisol. The zona reticularis makes small amounts of sex hormones.
Step 4: Focus on glucocorticoids.
Since the question asks about glucocorticoids, the matching layer is the middle one, the zona fasciculata.
Step 5: Remove the wrong choice.
The zona pellucida is not part of the adrenal gland at all. It is the covering around an egg cell, so it cannot be the answer.
Step 6: State the answer.
Glucocorticoids come from the zona fasciculata.
\[ \boxed{\text{Zona fasciculata}} \]