I following this guide:
After I have downloading the package, and I have run the sh script, but when I launch the make install command, it couldn't create the folder because it don't have the permission (even though I have used the sudo command).
Furthermore I tried with brew but I have this error:
valgrind: This formula either does not compile or function as expected on macOS versions newer than El Capitan due to an upstream incompatibility.
Error: An unsatisfied requirement failed this build.
You can download Valgrind's latest version from their website. Then, you can just ./autogen.sh to install Valgrind. I personally did not encounter anything needed to make.
However, the sad news is, even the most recent version of Valgrind is not very usable on Mac OS Sierra. The reason is that Apple has not released the part of the source code that makes Valgrind crash, without which, the Valgrind maintainers can hardly do anything. You can read more about the discussion around the issue here .
Because Mac OS kernel is under Apple Public Source License, it has to be open-sourced someday. Thus, a Sierra-complitable version of Valgrind is only a matter of time.
Currently, I use Valgrind under Linux. This is all I can suggest now.