"Adrenal exhaustion" and "adrenal fatigue" are popular diagnoses among alternative medicine practitioners but are not recognized in conventional medicine. They are often made by people not qualified by medical training (including nutritionists, chiropractors, massage therapists and health food store clerks) and are unlikely to be valid.
I'm not sure that there is any physiological basis for the notion that everyday stress can ever "exhaust" the adrenals. Some treatments recommended for this questionable condition usually are innocuous - rest, stress reduction, a healthy diet, and vitamin/mineral supplements. Others are not, especially adrenal glandular products. I strongly advise against taking any supplements that contain adrenal glandular tissue. (In fact, never take any over-the-counter glandular supplements.) At best, they are unnecessary; at worst, dangerous. They can disrupt the body's hormonal balance, which is maintained by a delicate and interconnected set of controls.