The move came a day after UEFA threw out the Swiss side's appeal against their expulsion from the Europa League, despite a Swiss regional court's ruling ordering UEFA to reinstate Sion to the tournament.
In a statement published on their website, Sion said the "two organisations cannot claim to be of any public interest while benefitting from financial advantages that cost several tens of millions to taxpayers every year."
"Furthermore, the two commercial entities defy and openly flout Swiss civil justice.
"By violating twice Swiss civil justice's decision, they demonstrate a behaviour that is unqualified towards their host country," said the club.
On Tuesday, the Tribunal Cantonal de Vaud asked UEFA to reinstate Sion to the Europa League.
However, UEFA rejected the demand, saying that the measures ordered by the court were made "without hearing UEFA and solely based on the arguments of FC Sion."
"UEFA underlines the fact that its two independent disciplinary organs have established that FC Sion fielded several ineligible players in their matches against Celtic FC," said UEFA in its statement late Tuesday.
"This was explicitly confirmed by FIFA, and that is why the club has been sanctioned with two forfeit defeats," added UEFA.
The Swiss club were thrown out of the tournament on September 2nd after being found guilty of fielding ineligible players, with Celtic handed their place in the group stages despite losing the play-offs 3-1 on aggregate.
Sion had vowed to fight their expulsion but lost their appeal to be reinstated during a UEFA hearing on Tuesday.