Step 1: Recall adrenal gland hormones.
The adrenal glands consist of two parts: adrenal cortex and adrenal medulla.
- The adrenal cortex secretes cortisol, aldosterone, and androgens.
- The adrenal medulla secretes adrenaline and noradrenaline.
Step 2: Evaluate options.
- Thyroxine: Produced by the thyroid gland, not adrenal.
- Cortisol: A glucocorticoid hormone secreted by the adrenal cortex. Correct.
- Insulin: Produced by the pancreas (beta cells).
- Melatonin: Produced by the pineal gland.
Step 3: Conclusion.
Hence, cortisol is the hormone secreted by the adrenal gland.
Final Answer:
\[
\boxed{\text{Cortisol is produced by the adrenal gland.}}
\]