Step 1: Understanding the Concept
The brain and spinal cord are covered by three meninges: dura mater (outer), arachnoid mater (middle) and pia mater (inner).
Step 2: Identify the layer
The dura mater is thick, tough and fibrous. It carries blood vessels and sinuses and gives mechanical protection.
Step 3: Why the other options fail
The arachnoid is a thin web-like layer and the pia is a delicate layer attached to nervous tissue. Grey matter is nervous tissue, not a meninx.
Final Answer:
The outermost thick fibrous meninx is the dura mater.
\[ \boxed{\text{(A) }\text{dura mater}} \]