I have Python extensions implemented on C++ classes. I don't have a C++ target to run valgrind with. I want to use valgrind for memory check. 
Can I use valgrind with Python?
In Python 2.7 and 3.2 there is now a --with-valgrind compile-time flag that allows the Python interpreter to detect when it runs under valgrind and disables PyMalloc. This should allow you to more accurately monitor your memory allocations than otherwise, as PyMalloc just allocates memory in big chunks.
How can I use valgrind with Python C++ extensions?