Comment # 7 on bug 83274 from Laurent carlier

You can try to edit the xcom.sh file in:
Steam/SteamApps/common/XCom-Enemy-Unknown/binaries/linux/

and add a line: DEBUGGER="valgrind --log-file=valgrindxcom.log" or export the
variable before launching steam (export DEBUGGER="valgrind
--log-file=valgrindxcom.log")