Are you looking for a psychiatrist or a psychologist? According to http://www.doctorfmh.ch/
there are 5 english-speaking psychiatrists/psychotherapists in Sion, 2 in Aigle, and 34 in Lausanne. I can't provide a direct link to the search results, but you could perform a search for yourself easily enough, as the website is available in English. Just filter by language, specialty, and location and you should see the names.
Hope this helps.
PS-If you need to make an appointment but aren't comfortable with potentially having to make an appointment over the phone with a secretary in French, your GP should be able to help you set up an initial appointment.