The Adrenal glands sit on top of each kidney and regulate many systems of the body, including our fight or flight responses. With frequent over stimulation, such as long term stress, the adrenals become exhausted and unable to contribute adequately or effectively to balancing the systems of the body.
Why do we need supplements at all? Well, if we've been through a time of major stress and become deficient in key nutrients we may recognise a need to supplement, but generally don't consider a long term goal. Taking supplements is ideally a short term solution - like a bridge - that takes you to where you really want to be; the long term goal is a good diet without the need for supplementation.