In a statement Valais police said it had received complaints from the communes Brig and Naters.
The claims relate to the recent election in the canton which saw Swiss People's Party (SVP) minister Oskar Freysinger sensationally ejected from his seat four years after he was elected with the most votes of any candidate.
It was a sharp fall from grace for Freysinger, whose ultra-conservative views, particularly relating to Muslim immigration, have made him a controversial figure in Swiss politics for many years, first as a federal MP and then during his four years as a minister in the Valais government.
On Monday the SVP lodged a motion with the Valais government to suspend the confirmation of the new cabinet due to the claims of electoral fraud, a request that was later turned down.
The head of the Valais SVP, Grégory Logean said the new government cannot be considered “legitimate” while the claims of systematic electoral fraud persist, wrote news agencies.
Logean said a third commune, Visp, had also uncovered fraud.
In all three communes some voters claim they didn't receive their voting papers although the system indicates that they did in fact vote.