I tried to install Valgrind with brew install Valgrind and got :
valgrind: This formula either does not compile or function as expected
on macOS
As of 2019-NOV-30, it is possible to build against OS X 10.14.6 via https://github.com/sowson/valgrind and https://github.com/LouisBrunner/valgrind-macos
However, there are many test failures (see the LouisBrunner link), noise during runs, and SEGVs when running against non-trivial programs: installing is, well, installing. YMMV.