Glucocorticoids have short- and long-term effects on adrenal gland function and development. RNA sequencing (RNA-seq) was performed to identify early transcriptomic responses to the synthetic glucocorticoid, dexamethasone (Dex), in vitro and in vivo. In total, 1711 genes were differentially expressed in the adrenal glands of the 1-h Dex-treated mice. Among them, only 113 were also considered differentially expressed genes (DEGs) in murine adrenocortical Y-1 cells treated with Dex for 1 h. Gene ontology analysis showed that the upregulated DEGs in the adrenal gland of the 1-h Dex-treated mice were highly associated with the development of neuronal cells, suggesting the adrenal medulla had a rapid response to Dex. Interestingly, only 4.3% of Dex-responsive genes in the Y-1 cell line under Dex treatment for 1 h were differentially expressed under Dex treatment for 24 h. The heatmaps revealed that most early responsive DEGs in Y-1 cells during 1 h of treatment exhibited a transient response. The expression of these genes under treatment for 24 h returned to basal levels similar to that during control treatment. In summary, this research compared the rapid transcriptomic effects of Dex stimulation in vivo and in vitro. Notably, adrenocortical Y-1 cells had a transient early response to Dex treatment. Furthermore, the DEGs had a minimal overlap in the 1-h Dex-treated group in vivo and in vitro.